Indeed. You can only use one zigbee coordinator at once with ZHA. You could switch your conbee to Deconz (phoscon) or Zigbee2MQTT, and use your Sonoff Zigbee Bridge with ZHA.
Or keep your conbee on ZHA, and use your Sonoff Zigbee bridge with Tasmota2MQTT.
Anyway, if you have 2 Zigbee coordinators, you have 2x a mesh. You can’t create 1 mesh with 2 coordinators.