Add the --django-settings-module argument the VS Code settings:
{
"python.linting.pylintArgs": [
[...]
"--django-settings-module=<mainapp>.settings",
]
}
Change <mainapp> to be your main app directory. For example, if your settings.py was in sweetstuff/settings.py then the argument value would be sweetstuff.settings. This is the same format as you would import the settings module from inside a Python module or the Django shell.
This problem came up for me in some Bitbucket Pipelines. I solved it there by creating the DJANGO_SETTINGS_MODULE as a repository variable which is then made available as an environment variable when Pylint is run.