Unfortunately Vengeance doesn't have much choice when it comes to the covenants.
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.
As for legendaries, there are two that I believe will be the go-to default choices, Razelikh’s Defilement or Fiery Soul. For raiding, I would recommend Fiery Soul as it allows you to fill more mitigation-gaps with more Fiery Brand.
For all tanks I would recommend trying to farm Blood-Spattered Scale, as it is another defensive to rotate through with all your mitigation. It is especially useful for demon hunters as you can mitigate a large hit, perhaps letting you save a charge of Demon Spikes or Fiery Brand.
Another very useful trinket is Splintered Heart of Al’ar, it’s effect acts as a cheat death, which again can be very useful as a tank. Also, something to note regarding this trinket is that it resets on death, so if you do proc it and then end up dying, you will once again have it available when you get ressed. Another note on this trinket is that if you are talented into Last Resort, Last Resort will always proc first.