With just one level in Undead Warlock, you can frighten foes on nearly every turn, thereby activating your Aura of Conquest.  The temp HP you gain from Form of Dread is a nice bonus, but won't do so much unless you invest a lot more in warlock.  

For invocations, take Devil's Sight, and go three levels in warlock so you can take the darkness spell.  Also take Eldritch Mind, which can save you a feat.  

Pact of The Blade will prevent you from becoming disarmed, but is otherwise not as important to you.  The best Pact Boon option would be Pact of The Chain, giving you advantage every turn.  

Honestly I have been wanting to play this build for a while. It would be my "go to" if I was going to play in an Evil campaign. I would probably try to flavor it like the character is a Death Knight for fun (although Oathbreaker would make more sense from a lore perspective) 

Conquest + Deadlock is a very nice combo, if maybe arguably not as strong as the conqueror's normal hexblade dip (hexblade fixes split attack stat, provides the shield spell, brings a useful tool for killing frighten-immune foes instead of another way to frighten when the conqueror isn't really hurting for those).  That said, it's still a fantastic fit and one I'd really love to play.  Would work especially well for an Orzhov Guild-Knight in a Ravnica game, pact-bound to a member of the guild's Ghost-Council rulers.

As with conquest hexadin, there's a lot of ways you could build it.  Single level dip gets you what you need.  A second level gets you a second short rest spell slot and invocations.  A third level gets you 2nd level short rest slots and pact boons (chain being a great fit)  Four to be back on track for ASIs.  5 for 3rd level short rest slots able to cast Fear.  Add 7+ levels of conqueror (7, 8, 9, 11, 12, 13, 18, and 19) all make for excellent breaking points), and put any leftover levels into sorcerer - preferably clocksoul for restore balance and bonus spells known, but divine soul also works and might be easier to fit thematically.  For races, variant human works great (especially in the ravnica setting), but so does any of the usual options - half elf, fallen aasimar, triton, eladrin, new dragonborn, zariel tieflings.  the Damphyr lineage from Van Richtens might not be as good a fit as the rest, but it could still work fine and would help fit the undead theme in more.

I wouldn't invest three lvls for a pact boon in such a build. Two is fine, but any more and you're really delaying the crucial features that make a conquest paladin worth playing. 

Key level for conqueror is 7 for aura of conquest.  8, 9, 11, 12, & 13 are all also nice for various reasons, as is 18.  Any of those are reasonable cut offs for a multiclass conqueror that still gets the core of the build accross - though if you're switching out before 9 you really want to be switching into something that will eventually teach you the Fear spell.

There's a pretty noticeable break between 13 and 18.  Not all dead levels, but light enough that you might reasonably give up on the later paladin stuff to go back to warlock for pact boon & maybe even 3rd level pact slots for short rest fear, or jump to clocksoul sorcerer for restore balance, metamagic, & various low level utility spells.

Not saying these are better than 18+ paladin level conquerors, just also valid alternatives to consider.

Quote from Sception >>

Conquest + Deadlock is a very nice combo, if maybe arguably not as strong as the conqueror's normal hexblade dip (hexblade fixes split attack stat, provides the shield spell, brings a useful tool for killing frighten-immune foes instead of another way to frighten when the conqueror isn't really hurting for those).  That said, it's still a fantastic fit and one I'd really love to play.  Would work especially well for an Orzhov Guild-Knight in a Ravnica game, pact-bound to a member of the guild's Ghost-Council rulers.

As with conquest hexadin, there's a lot of ways you could build it.  Single level dip gets you what you need.  A second level gets you a second short rest spell slot and invocations.  A third level gets you 2nd level short rest slots and pact boons (chain being a great fit)  Four to be back on track for ASIs.  5 for 3rd level short rest slots able to cast Fear.  Add 7+ levels of conqueror (7, 8, 9, 11, 12, 13, 18, and 19) all make for excellent breaking points), and put any leftover levels into sorcerer - preferably clocksoul for restore balance and bonus spells known, but divine soul also works and might be easier to fit thematically.  For races, variant human works great (especially in the ravnica setting), but so does any of the usual options - half elf, fallen aasimar, triton, eladrin, new dragonborn, zariel tieflings.  the Damphyr lineage from Van Richtens might not be as good a fit as the rest, but it could still work fine and would help fit the undead theme in more.

 Replace the Oath of Conquest with Oath of Vengeance if you are going Hexblade.  Combine Vow of Enmity, Hexblade's Curse, and any other spell of your choice, whether it be spirit shroud, haste, or hunter's mark, to make yourself a boss-shredder. 

Nice boss you got there.  Be a shame if a "witch-knight" came and teared it up like if it was a drawing on a piece of paper.    

Also, instead of Pact of The Chain, take Pact of The Blade and you won't need Strength anymore more melee attacks.  Sure, you can use Hex Warrior, but Pact of The Blade allows you to use Hex Warrior with two-handed weapons, which means you can still use Great Weapon Master.  You will already have plenty of advantage from Vow of Enmity and darkness-Devil's Sight.     

Quote from EnchantedNinja12345 >>

With just one level in Undead Warlock, you can frighten foes on nearly every turn, thereby activating your Aura of Conquest.  The temp HP you gain from Form of Dread is a nice bonus, but won't do so much unless you invest a lot more in warlock.  

For invocations, take Devil's Sight, and go three levels in warlock so you can take the darkness spell.  Also take Eldritch Mind, which can save you a feat.  

Pact of The Blade will prevent you from becoming disarmed, but is otherwise not as important to you.  The best Pact Boon option would be Pact of The Chain, giving you advantage every turn.  

 Play a Reborn.  That way, you can play a infamous warlord that managed to slip past the hand of death through a bargain with nefarious forces.  Now the warlord continues their military campaign in death, with additional macabre powers.  Their undead appearance brings dread to the hearts of their foes, sapping their will to fight.  

Conquest is a tanky build, generally sword & board.  Don't need blade boon for that, just hex warrior.  Chain boon on the other hand is huge utility, & gift of the ever living ones is great on a tank.

Vengeance/Hexblade is a great combo, but a very different character with a very different feel.  And there are some drawbacks to hexvengeance, particularly bonus action management, that don't impact conqueror as much.

After you get the aura on conquest, going back to warlock for some more levels could be fun. Why? well its nothing mechanically optimized, but Grave Touched comes with the benefit of letting you change the damage you deal from an attack to necrotic (with additional damage if your Form of Dread is active) once per turn. 

Say it with me. 

Fully. Necrotic. Smites 

Again, not mechanically optimal by any means, but I think a paladin that smites with dark energy is at least thematically fun. 

Quote from Kaboom979 >>

After you get the aura on conquest, going back to warlock for some more levels could be fun. Why? well its nothing mechanically optimized, but Grave Touched comes with the benefit of letting you change the damage you deal from an attack to necrotic (with additional damage if your Form of Dread is active) once per turn. 

Say it with me. 

Fully. Necrotic. Smites 

 

Again, not mechanically optimal by any means, but I think a paladin that smites with dark energy is at least thematically fun. 

 That's seems fun, but I generally don't like to spread out my multiclass levels too evenly.  I like to have one class as my "primary class" and another class only manifesting in a "dip."  I find that simpler and more easy to optimize.  Going more levels is only if you have a specific idea in mind.    

IMO the main reasons to go back to warlock after the first level are (in no particular order):

• pact boon, especially chain pact.  doesn't add a ton to your combat power, but massive utility outside of combat and tons of fun to roleplay with.  And it's not useless in combat, either.  Plenty of times when a bit of help from an invisible familiar has helped one of my paladins land an important Wrathful Smite.
• invocations: can do a lot to help round out your character's at-will tool set, which is nice on the heavily daily-resource oriented paladin chasis.  Again, not a lot of huge combat bonuses for you, but you'd be surprised how far mask of many faces can go on a charisma heavy character, while beguiling influence helps with the base paladin's small number of skill proficiencies.  Devil's Sight is of course nice, especially for races that lack blindsight by default.  Agonizing blast gives you a fallback ranged option that packs a real punch, while the invocations that add forced movement effects to eldritch blast help out with battlefield control.  If you do go with chain boon, then gift of the ever living ones and voice of the master (especially with the actor feat) are great.
• more/higher level invocation slots.  A single extra Bless, Divine Smite, or Wrathful Smite per short rest is very nice.  Two is twice as good, but the value of first level slots does taper harder for deadlock dips than for hexblade dips due to the lack of Shield.  2nd level slots aren't a lot better Bring those slots up to 3rd level though?  For two 'free' Fears per short rest?  That's a big deal.  That's worth some investment.
• Conquest is a bit dry from levels 14 to 17.  The 15th level feature is cool, but doesn't really do all that much.  5th level paladin spells aren't a huge deal for you imo.  These aren't dead levels by any stretch, but they're nowhere near as exciting as levels 1-13, and those same four levels put into warlock just happen to deliver all the stuff mentioned above.  Imo, at level 18 I'd much rather be a Conqueror 13 / Deadlock 5 than a Conqueror 17 / Deadlock 1.  Of course, then level 19 comes in and the guy who stuck with paladin gets increased aura range things might feel different, but the deeper multiclass was looking pretty good for several levels worth of playtime there.

And I talk about 13 as a potential cut off to jump back into warlock, or off a third way into sorcerer, but the stuff warlock can give you is good enough to be worth picking up sooner than that.  Obviously delays before that are felt more, and in a heavily combat oriented game I wouldn't recommend it, but in any game that heavily blends infiltration, investigation, and intrigue into the formula I really cannot stress enough how good of a package actor, mask of many faces & beguiling influence is, same for actor, chain boon, and voice of the master.  Obviously fey touched is a far better half-cha feat than actor for pure/heavy combat games, but different builds will shine in different games.