When I use LeBlanc's legend ability, do I have to play the token where I conquered/hold, or where I copied the unit?

When you use LeBlanc's "Deceiver" ability, you must play the Reflection token at the battlefield you conquered or held.

According to the card text:

"When you conquer or hold, you may discard 1 and exhaust me to play a ready Reflection unit token there."

The word "there" in the card's text refers to the battlefield where the conquer or hold event occurred (the trigger condition for the ability). You do not have the option to play the token at the location of the unit you intend to copy.

How the sequence works:

1. Trigger: You conquer or hold a battlefield. You choose to activate LeBlanc's ability.
2. Cost: You discard 1 card and exhaust LeBlanc.
3. Play: You play the 0 [M] Reflection token to the battlefield where you conquered/held.
4. Reflexive Trigger: The "Then do this: It becomes a copy of another unit there" part is a reflexive trigger that goes on the chain.
5. Resolution: When that part resolves, you choose a target unit "there" (at that same battlefield) for the token to copy.

If there are no other units at that battlefield when the copy effect resolves, there will be no valid target for the reflection to copy.