Before H-28G Evolution Turret change, Conqueror wasn't too good because turrets' AP calculated when you placed it, not after, but it was sometimes still viable. After change, they refresh their AP dynamically, so you can easily get stacks with turrets' AAs and your abilities, making it good for bursting and fighting melees, so it's almost always good in toplane and against melee midlane/melee jungle. The cons are a bit worse tree, as only Presence of Mind is kinda good compared to Sorcery tree with Manaflow Band, Transcendence, Absolute Focus, Gathering Storm, etc., and being bad for poking playstyle, which is crucial when facing a lot of ranged champions.

Rylai's Crystal Scepter is a pretty situational item. Heimerdinger is mostly burst mage, so items like Rabadon's Deathcap, Shadowflame, Void Staff, etc. are more viable, while Rylai's Crystal Scepter gives very little AP and not so useful HP, a better counterpart for it is Liandry's Torment, as it's good for poking, fighting tanks and extended trades. However, it still can be viable in some situations, like playing against immobile dashless champions ( Garen, Illaoi, Darius, etc.), playing support for utility or if you don't know what to buy last item slot. However, I wouldn't recommend buying it early unless you play support, as you need damage. Even as support, sometimes other items may be better.

Jungle Heimerdinger is nowhere as popular as other roles while already being an unpopular champion, but I may consider your suggestion and add it in the near future.
(It's also more off-meta build compared to other roles)

It's not finished yet, Work In Progress

Thanks! Domination has great runes for snowballing. You can take them if you want to play more aggressively and get some early takedowns. That means it's good with aggressive ADCs like Samira, Draven, and others. Hunter runes (preferably Treasure Hunter because it's free gold, which is important for support, or Ingenious Hunter/ Ultimate Hunter for a lesser item or the ultimate CD) are the best options. As a second rune, I'd go with Eyeball Collection because Heimerdinger scales well off AP.
Domination is great not only in aggressive lane, but overall because it has Ghost Poro (and this rune is the main reason I take it instead of Inspiration). This rune is great and provides a lot of vision (unlike Eyeball Collection) and AP. Second rune is up to your preference, but Cheap Shot provides an additional poke and feels pretty nice.
For expirienced players Biscuit Delivery is not that good, because they know how to manage their HP and mana properly, and so it's very situational in my opinion.

Thanks! I think I should have clarified about selling support item only in low elo and if you're about to end the game, I'll change it later

Thanks <3