Based on a former question (https://arduino.stackexchange.com/questions/90281/stepper-motor-and-blink-led) I modified to script to use blink without delay. Unfortunately, it does not work, any idea way?
I am using SparkFun RedBoard Plus, Qwiic LED Stick - APA102C, Adafruit Stepper motor - NEMA-17 size - 200 steps/rev and Adafruit Motor Shield V2
Thanks

Modified code (based on @Michel Keijzers, see below):

    #include <Wire.h>
    #include <Adafruit_MotorShield.h>
    #include "Qwiic_LED_Stick.h" // Click here to get the library: http://librarymanager/All#SparkFun_Qwiic_LED_Stick
    
    // Variables will change:
    int ledState = LOW;             // ledState used to set the LED
    
    unsigned long previousMillis = 0;        // will store last time LED was updated
    
    // constants won't change:
    const long interval = 500;           // interval at which to blink (milliseconds)
    
    LED LEDStick; //Create an object of the LED class
    
    Adafruit_MotorShield AFMS = Adafruit_MotorShield();
    Adafruit_StepperMotor *myMotor = AFMS.getStepper(200, 2);
    
    void setup() {
      Wire.begin();
      Serial.begin(115200);
      while (!Serial);
      Serial.println("Stepper test!");
    
    
    
      if (!AFMS.begin()) {
        // if (!AFMS.begin(1000)) {
        Serial.println("Could not find Motor Shield. Check wiring.");
        while (1);
      }
      Serial.println("Motor Shield found.");
      myMotor->setSpeed(50);  // 50 rpm
    
    
      //Start up communication with the LED Stick
      if (!LEDStick.begin())  {
        Serial.println("Qwiic LED Stick failed to begin. Please check wiring and try again!");
        while (1);
      }
    
      Serial.println("Qwiic LED Stick ready!");
    //  LEDStick.setLEDColor(255, 0, 0);
      LEDStick.setLEDBrightness(1);
    }
    
    void loop() {
      unsigned long currentMillis = millis();
    
      if (currentMillis - previousMillis >= interval) {
        // save the last time you blinked the LED
        previousMillis = currentMillis;
    
        ledState = !ledState;
        // set the LED with the ledState of the variable:
        uint8_t intensity = ledState == HIGH ? 255 : 0;
        LEDStick.setLEDColor(intensity, intensity, intensity);
      }
    
      Serial.println("Single coil steps");
      myMotor->step(200, FORWARD, SINGLE);
    }

Code:

    #include <Wire.h>
    #include <Adafruit_MotorShield.h>
    #include "Qwiic_LED_Stick.h" // Click here to get the library: http://librarymanager/All#SparkFun_Qwiic_LED_Stick
    
    // Variables will change:
    int ledState = LOW;             // ledState used to set the LED
    
    unsigned long previousMillis = 0;        // will store last time LED was updated
    
    // constants won't change:
    const long interval = 1000;           // interval at which to blink (milliseconds)
    
    LED LEDStick; //Create an object of the LED class
    Adafruit_MotorShield AFMS = Adafruit_MotorShield();
    Adafruit_StepperMotor *myMotor = AFMS.getStepper(200, 2);
    
    void setup() {
      Wire.begin();
      Serial.begin(115200);
      while (!Serial);
      Serial.println("Stepper test!");
    
      if (!AFMS.begin()) {
        // if (!AFMS.begin(1000)) {
        Serial.println("Could not find Motor Shield. Check wiring.");
        while (1);
      }
      Serial.println("Motor Shield found.");
      myMotor->setSpeed(50);  // 50 rpm
    
    
      //Start up communication with the LED Stick
      if (LEDStick.begin() == false) {
        Serial.println("Qwiic LED Stick failed to begin. Please check wiring and try again!");
        while (1);
      }
    
      Serial.println("Qwiic LED Stick ready!");
    }
    
    void loop() {
      unsigned long currentMillis = millis();
    
      if (currentMillis - previousMillis >= interval) {
        // save the last time you blinked the LED
        previousMillis = currentMillis;
    
        // if the LED is off turn it on and vice-versa:
        if (ledState == LOW) {
          ledState = HIGH;
        } else {
          ledState = LOW;
        }
    
        // set the LED with the ledState of the variable:
        LEDStick.setLEDColor(50, 50, 50);
      }
    
      Serial.println("Single coil steps");
      myMotor->step(200, FORWARD, SINGLE);
    }