The best choice of covenant for Vengeance Demon Hunter is Kyrian.
Night Fae’s The Hunt and Necrolords’ Fodder to the Flame is very much useless in both raiding as well as M+. Whereas, Elysian Decree from the Kyrian covenant is going to be the choice for vengeance unless changes are made. It outperforms Venthyr's Sinful Brand on single target as well as AoE. It also has a lower cooldown than Sinful Brand and synergises well with the Razelikh’s Defilement legendary.
Soulbinds and Conduits
In general, regardless of class and spec, finesse conduits are less useful than the other two types (endurance and potency).
Generally, you want to pick two potency conduits regardless of soulbind, and as a vengeance demon hunter, you will want to socket Growing Inferno into one of your potency conduits.
If you’ve picked the Kyrian conduit, you will also want to socket Repeat Decree into the other potency socket.
If you’ve picked the Venthyr conduit, the conduit affecting your covenant ability, Increased Scrutiny is not very useful. So if you pick Venthyr as your covenant, I would recommend going for only one potency conduit and as many endurance conduits as possible as Viscous Ink, Shattered Restoration, Fel Defender (especially after the changes to make it affect Fel Devastation instead of Fiery Brand) as well as Roaring Fire all have their uses.
The finesse conduits for Vengeance are all not very useful.
Currently, this is the best soulbind setup for the different covenants:
Forgelite Prime Mikanikos
Plague Deviser Marileth
Night Fae Soulbind
Nadjia the Mistblade
Theotar the Mad Duke
Fiery Soul - The best defensive legendary we have without 4set. It reduces the cooldown on Fiery Brand by a lot, meaning higher uptime on the damage reduction.
Razelikh's Defilement - Great legendary that synergizes well with the most commonly picked covenant, Kyrian.
Collective Anguish - Probably one of the better DPS legendaries for any non-kyrian covenant without the set.
Darkglare Boon - Good synergy with our 4set, making it the best legendary once you have acquired those tierpieces.
Covenant Specific Legendaries:
Blind Faith - Great legendary that synergizes well with Razelikh's Defilement once you unlock double legendary, further enhancing how good Kyrian is.
Demonic Oath - Not great; it adds a bit of extra defense and offense if you happen to be Necrolord.
Blazing Slaughter - Like Necrolord, it's a bit of defense and offensive if you happen to be Night Fae.
Agony Gaze - Decent damage, but the defensive part means you have to stack your defensives which aren't exactly great.
While you initially get Cinch of Unity through the campaign, the belt is item level 265, so you will want to recraft this covenant power onto a higher item level once you unlock Memory of Unity, which also allows you to chose which slot you want it in as well as what stats you want.
Mercurial Punisher's Painweave is the tier set we'll be able to get in patch 9.2.
2-set - Damage dealt by Immolation Aura has a 10% chance to generate a Lesser Soul Fragment.
4-set - Consuming a Lesser Soul Fragment reduces the remaining cooldown of your Immolation Aura or Fel Devastation by 1 sec.
The first bonus is decent. It doesn't do much on single target as it will rarely spawn any extra souls. However, the more targets you're hitting, the more chances you have for souls to spawn, making it an excellent defensive bonus as well as an offensive bonus if running Spirit Bomb.
The second bonus works together with the first, meaning that the more souls you are generating, the lower the cooldown you'll be getting on Immolation Aura and Fel Devastation. For single target it's decent as it obviously works for all souls and the ones you would normally generate. It will significantly increase uptime on both of the abilities on multiple targets.
Cruciform Veinripper: One of the best weapons available. Even though it has some "restrictions," you will generally get enough use out of the proc to make it worth equipping as a tank. While it doesn't come as high item level as some other weapons, the proc makes up for it outside of very heavy aoe fights.
Domination's Deliverance: Alternative to Veinripper. It comes at a higher item level and stats, in case you don't want to mess around with the proc from Veinripper.
Reactive Defense Matrix: Maybe overall, the best trinket you can get your hands on as a Brewmaster with the increase in item level. While it might look like a defensive trinket, it's generally considered a DPS trinket with an added defensive bonus.
Shard of Annhylde's Aegis: Best defensive trinket available. Amazing for mythic+ and should be high on your priority list if you don't have one at all.
Cache of Acquired Treasures: Offensive counterpart to Aegis. Easily the most impactful item you can get offensively when it comes to Mythic+. Most of the time, you will be using it when it is Axe.
The items mentioned above I would consider the most important ones. They are items that you could consider early on, and no one would fault you for doing so. If you happen to be lucky with drops, you can consider spending them on other items such as:
- Stone Legion Heraldry as it comes at a higher item level than others and increases in power the more people you have in your group wearing it.
- Weave of Warped Fates if you don't happen to have a cheat death trinket, you want one, and it's the better of the 2 available.
- Salvaged Fusion Amplifier is another good DPS option if you're not actively tanking enough to get good uptime on RDM.