This seems to work from the command line prompt:
In the task search bar: 
type “cmd” and when the options appear select “Run as administrator”:
When the CLI opens paste this string quotes and all into the window:
"X:\SteamLibrary\steamapps\common\Conan Exiles\ConanSandbox\Binaries\Win64\ConanSandbox_BE.exe" -nosplash -BattlEye %command%where “X:” is the drive you have steam->Conan installed on. Then just press RETURN watch the magic happen.
It’s working for me anyway. 
I suppose you could put that in .BAT file as well… Then just double click that…