You can check the answer to this problem on github, where I made a ticket some time ago:

https://github.com/prettier/prettier-vscode/issues/1051

I now have a better solution for using stylelint in VSCode:

I have a better option to use the stylelint, because the stylelint owner have created the official VSCode plugin!

https://marketplace.visualstudio.com/items?itemName=stylelint.vscode-stylelint

The plugin works almost out of the box. What you need to do is set up. You can use just settings.json in VSCode. Small example:

"stylelint.config": {
    "rules": {
        "at-rule-name-case": "lower",
        "at-rule-name-space-after": "always-single-line",
        "at-rule-semicolon-newline-after": "always",
    }
}

Do you need a ready-to-use configuration?

No problem - you have to check this

• https://github.com/stylelint/stylelint-config-standard
• https://github.com/stylelint/stylelint-config-recommended

Do you need Formatting option (Shift + Alt + F)?

No problem. You can define keybinding for option Fix all auto-fixable problems. For example:

{
    "key": "alt+shift+f",
    "command": "stylelint.executeAutofix",
    "when": "editorTextFocus && editorLangId == 'css'"
},
{
    "key": "alt+shift+f",
    "command": "stylelint.executeAutofix",
    "when": "editorTextFocus && editorLangId == 'scss'"
},
{
    "key": "alt+shift+f",
    "command": "stylelint.executeAutofix",
    "when": "editorTextFocus && editorLangId == 'less'"
}

Remember that not all stylelint options are available for autofixing (but most are)

You can integrate Prettier with stylelint by turning off the conflicting stylelint rules using the stylelint-config-prettier shared config.

For example:

// .stylelintrc
{
  "extends": [
    "stylelint-config-standard" // or whatever config you're using
    "stylelint-config-prettier"
  ]
}

Prettier will then be responsible for the bulk of the formatting, and stylelint will be responsible for checking for possible errors and limiting languages features.