If I play cleave on my 2 might unit and then goes in and conquer a contested battlefield, can I then react to my legend, Vi’s conquer effect with death grip to still be able to get the +3 might from the cleave transferred?

Yes, the +3 from Cleave does transfer.

Here's the timing sequence that makes it work:

1. Your 2 Might unit fights and wins combat as the Attacker — Cleave's Assault gives it +3 (now effectively 5 Might).
2. Combat Cleanup → Determine Combat Result → Establish Control (Rule 466.5) → Conquer happens. The unit still has the Attacker designation at this point.
3. The conquer triggers (including your Legend's) go on the chain as Pending Items.
4. Before those triggers resolve, you play Deathgrip with [Reaction] in the Closed State.
5. Deathgrip resolves — still before Rule 466.7 (Combat ends / remove designations) — so the unit is still an Attacker, Assault still applies, and its Might is 5 (2 base + 3 Assault).
6. Deathgrip kills the unit and transfers +5 Might to another friendly unit. You also draw 1.

Per Rule 466.5→466.6→466.7, the chain items from establishing control (conquer triggers) resolve before Attacker/Defender designations are removed. Assault is a passive ability that applies as long as the unit has the Attacker designation (FAQ #2998, Rule 807), and that designation is still present when Deathgrip does its check.

Key distinction: This works specifically because the conquer happens during the Resolution Step of Combat. If this were a Non-Combat Showdown (moving to an empty battlefield), there are no Attacker/Defender designations at all — Assault would never be active, and you'd only transfer 2 Might (FAQ #3037).