They are not “conservative”. Zemmour is an impression of a conservative from the 1930s by someone who’s never read a history book, and le Pen is anything but a conservative. A xenophobe, sure, but her manifesto does not look like anything conservative beyond the appeal to the Fatherland.
The only conservative candidate is Pécresse, and she is not “sensitive”, because she’s never been convicted for hate speech or inciting violence.