Can Death Rocket create an infinite loop if you have one rocket in hand and one in discard, by discarding the rocket in hand to retrieve the one in discard, which then triggers again?

Ruling: No, this does not create a loop. When you conquer, all "when I conquer" triggers from cards currently in trash are declared and put on the chain at that moment. A rocket discarded during the resolution of another rocket's trigger was not in trash when you conquered, so it does not trigger.

Sequence:

• You conquer with one rocket in hand and one in trash
• All triggers from the conquer event (including the rocket in trash) are declared and put on the chain at once
• You choose the order your triggers resolve
• When resolving the rocket trigger, you may discard a card (the rocket in hand) to get the rocket back from trash
• The newly discarded rocket does not trigger because it was not in trash when the conquer event occurred

Nuances:

• "When I conquer" is a one-time event, not a lasting state
• All triggers happen at the moment of conquering, not continuously throughout resolution
• If Death Rocket said "while you have a battlefield in control" instead, it would be loopable since that refers to a game state rather than an event