If think you miss some understanding of what SonarLint do: it is not a tool that fetch issues from the SonarQube server to display them on your code. The tool actually execute code analyzers on your code.
There is already a thread in this group explaining why we currently support only our home made analyzers.
Regarding code coverage (I think you are talking about the "second level" issue that is created if coverage level is under a threshold), this is not doable to compute it on the fly, not mentioning we have little knowledge in the IDE of what is a test (JUnit ? TestNG? UT / IT ?), how to run it, ... This would probably requires a lot of manual configuration.
BTW developers can already use tools like JaCoCo plugins to check coverage locally in their IDE, so we don't think there is a real need.
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