Hello again!
This time the answer is a bit different than for your other thread.
Apex is supposed to be supported in VSCode when connected to SonarQube.
After checking the logs, what I suspect is that the 39 issues you talk about are detected by a third-party plugin (CodeScan ?). SonarLint does not run third-party analyzers. The only issues you will be able to see on Apex files are the ones provided by our analyzer, which rules are listed here.
Unfortunately there is currently no way for you to display those issues in any IDE supported by SonarLint