Here is one idea...

Thank you Sammie, not sure how this would work with the baseboards we have, and the stair trim already in place though?

I've seen a number of articles in Family Handyman Magazine on how to handle baseboards across changes of floor levels. There's more than one way you could approach this. Sorry I don't have a direct link to show, but Google Family Handyman baseboards and you should find some helpful articles online.

Or just leave it. Continue the baseboard around the corner.

Thank you I’ll check out the Handyman magazine!

Here’s another photo: Even with a finished return on the baseboard, not sure if I like the look…. this is the front entrance, so it needs to be right visually

^ that looks a lot better than the base running down the stringer would look.

Thank you Joseph!
What do you think about adding to the side trim to create a transition like this?

Thank you Joseph!
Here’s the finished product!

or try a skirt board? https://www.thisiscarpentry.com/2011/04/16/scribing-skirt-boards/

then you can use the baseboard

they have a lot of info over here

https://www.woodworkingtalk.com/threads/trimming-stair-skirt.54784/