I\'ve been doing some research on it. What I found is a list of quite nice samples but for other languages here.
I also looked at sonar-dotnet. But
Well, it depends. If you'd like to create your own rules, I'd say that FxCop custom Rules is the right way to go. Although, I'm kind of puzzled. What kind of the rule you have in mind that doesn't exist yet. If you're not satisfied with the predefined one, you can use StyleCop and/or ReSharper rule sets in addition. Both plugins are configurable. However, when I configure SQ, I normally disable a good part of existing rule as they rather pollute the results with all kinds of styling issues.
The sonar-custom-rules-examples you pointed at are all written in Java and use parsers written in Java for the various target languages. The sonar-dotnet analyzers for C# and VB.NET are written in C# using the Roslyn framework provided by Microsoft.
If you want to write your own custom rules for C# then writing a Roslyn analyzer is definitely the easiest way to do it (Roslyn replaced FxCop, which is now obsolete). However, there are dozens of free third-party Roslyn analyzers available, so it's possible that someone has already written at least some of the rules you want. Have a look on NuGet to see what's available.
Next, you want issues raised by a Roslyn analyzer to appear in SonarQube. If you are using new-ish versions of SonarQube (v7.4+), the SonarScanner for MSBuild (v4.4+) and the SonarC# plugin (v7.6+), then issues raised by third-party Roslyn analyzers will automatically be imported as generic issues. See the docs for more info.
Generic issues have a couple of significant limitations, just as not being able to select which rules to run in the SonarQube UI. If you want a more full-featured experience (or if you are using an older version of SonarQube), you can use the SonarQube Roslyn SDK to generate a custom SonarQube plugin that wraps the Roslyn analyzer. Using the SDK is straightforward: it's an exe that you run against the Roslyn analyzer, and it generates a SonarQube plugin jar for you.