I am pretty new to Development community and specifically to DevOps practices , as a part of project we are trying to integrate SonarQube with Gitlab , did some R& D on Sona
Currently there are (as far I am aware) two community driven plugins which aim to provide MR-analysis/integrate with GitLab.
Both of them are currently going through the Feedback phase for their next release and both aim to land into the Update Center with that release.
With both you're able to run a build which will provide comments in GitLab with the newly found violations. Both are highly inspired by SonarSource's GitHub plugin.
However I'm not in the position to advise you on which of the two to use as I'm the developer the first and thus biased.