If I conquer as a Rek'sai player the battlefield The Candlelit Sanctum, what effect will be first on the chain? Or can I choose if I want to trigger the battlefield's effect or my champion Rek'sai conquer effect first?

Because you control both the battlefield's effect and the ability triggered by your conquer, you get to choose the order.

According to Rule 383.3.d and clarified in RiftJudge FAQ #7191:

• When multiple triggered abilities you control are triggered simultaneously (such as a unit’s "When I conquer" effect and a battlefield’s "When you conquer" effect), you as the controller choose the order in which they are placed on the chain.
• Once you place them on the chain, opponents can then add reactions to that chain before the triggers resolve.
• The triggers will resolve in reverse order (Last In, First Out).

How to sequence this:

1. Conquer: The showdown concludes, and you conquer The Candlelit Sanctum.
2. Declare Order: Since both effects trigger simultaneously, you declare the order. If you say "Chain 1: Rek'Sai's effect, Chain 2: Candlelit Sanctum's effect," then Sanctum resolves first.
3. Resolve: The items on the chain resolve one by one according to your chosen order.

Note: While you mentioned "Rek'Sai's conquer effect," please verify the exact text on your version of Rek'Sai. The version of Rek'Sai retrieved (Rek'Sai, Breacher) does not have a "When I conquer" ability. If you are using a different version or a legend ability associated with Rek'Sai, the same logic above applies: if you control both triggers, you order them.