We tried the Visual Studio integration a year or so ago and it required downloading data from our SonarQube instance and bound itself to our solution/projects in unexpected ways. It's on my list of things to retry, because we really like SonarQube.
This looks like exactly what I've been looking for. PHPStorm did linting exactly like a lot of these and often made my life a lot easier, but since leaving the job where I used it, I've come to miss those little hints when not using a Jetbrains IDE (I use VSCode at home).
I can recommend that extension. Hooking it up to our SonarQube instance makes it easy to propagate rule changes/additions. That then catches violations earlier, rather than SonarQube failing a CI build. We closed our feedback loop by several minutes using that and preventing commits/pushes with diffs containing test failures, min coverage violations and static analysis errors.