I’d like to learn a little bit more about your use case and how you intend to integrate GitLab with Conjur.
Are you looking for a way to use Conjur to authenticate users and/or hosts (or other forms of machine identity) as they connect to use GitLab to use GitLab services? I believe that this would be what GitLab refers to as an “external authentication and authorization provider”, as decribed here: GitLab authentication and authorization | GitLab
If this is the use case that you are pursuing, then I’d have to say that I don’t know at the moment what interface GitLab offers for creating a GitLab external authentication and authorization provider. But based on the language that GitLab recommends (or lends itself to) for implementing an external authentication provider, you would probably use one of the Conjur API SDKs listed here (e.g. Java, Ruby, Go) to implement the Conjur side of the plugin: Conjur API | Official Documentation of the Conjur API
Please let me know if you have some other use case for Conjur in mind.