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Pylint and the Python extension aren't really meant for MicroPython or the Pycom boards so it'll throw a lot of errors.
There's no linter or extension I know of that would work correctly.
I had already something like your solution in mind, but it would be nice to see the debug messages of booth lopys at the same time on screen ;)
I got this to work on a different pc with windows 10, 32 bit installer of the the visual studio code (even though windows 10 install is a 64 bit install). 64 bit install of the visual studio code didnt work with the pymakr plugin for me.