Okay, I’m assuming this means that you initially bought Conan Exiles on Game Pass and then you subsequently bought another copy of Conan Exiles on Steam.
What you can transfer with minimal hassle are your settings (e.g. your keyboard mapping).
If we’re talking about single-player game, then it’s possible to do it, but you would need to fiddle with the game database in some tool like SQLite Studio.
If we’re talking about your online character(s) on server(s) where you used to play, I don’t think it’s possible. You have two different FLS accounts now, and I don’t think that Funcom has any established procedure for proving that you own both and migrating one to another.