In my opinion, Corrin isn't quite a Sue, but he's pretty darn close.
Conquest actually fixes his character a bit. He loses a bit of the naivete. Granted, he does make some dumb decisions, like letting Kaze join without ever considering the possibility of him (a ninja, mind you) being a spy or mole, and going against Kotaro for kidnapping Kagero.
Also, this is completely unrelated, but why is it that when Conquest Corrin tries to spare lives in a war, he is called weak and cowardly, but when Hoshido Corrin doesn't, he is called bloodthirsty?