Thanks for your help! It is very much appreciated.
The SetDjangoSyntax package is not being installed.
I checked the troubeshooting guide and it says:
The first time a linter is asked to lint, it will check to see if it can be enabled. You will then see messages like this:
I see such a message in my console:
So I'd say that it tries to lint but nothing happens. Any other hints?