I have found some tools to backup and restore much of a Intune setup, but not conditional access policies.
So I decided to create a little PowerShell module to backup and restore conditional access policies.

Import-Module .\condaccessbackuprestore.psm1
Backup-CondAcc -backupfolder c:\temp
Restore-CondAcc -importfile c:\temp\policy.xml

You find the tool on GitHub: https://github.com/jfremmegaard/Intune-Tools/tree/master/CondAccessBackupRestore

Please report any bugs and missing features to me