GPUs and all drivers do not support independent stencil buffer. If you need a stencil buffer, then you need to make a Depth=24, Stencil=8 buffer, also called D24S8.

If you have floating-point 32 bit depth format, sorry, no stencil buffers. If you don’t have depth at all, stencil buffer would take 4 times more VRAM: for color buffer, having just single component is fine, e.g. GL_R8UI or DXGI_FORMAT_R8_UINT.