When I transfer code (copy, paste) from Sublime Text to Visual Studio Code I get indentation errors while indentation looks fine. Even if I delete the indentation and retype it in Visual Studio Code I still get the indentation errors.
It's hard to answer your question without knowing the details (e.g. which third-party packages do you use, which default indentation settings). You didn't even mention how the indentation differs across editors.
However, I generally recommend using EditorConfig, which lets you define indentation rules (among others) for a project. About every major editor supports EditorConfig through plugins (including Sublime Text and Visual Studio Code). It's especially useful for teams that use a variety of different editors.
For Python, the Django
.editorconfig file is a good starting point. Place it in the root of your project and now all editors with EditorConfig support will respect those rules.