Do conservation oriented genetic database exist?
First, it isn't entirely clear to me why you would want such a database.  Essentially all sequences are available in one (typically all) of the big databases.

For example if I search the NCBI database for "extinct" I get this.  There will be many more sequences for species that are "only" endangered.

Second, having a genome sequence isn't sufficient for "de-extinction" of a species.  The reasons for this are beyond the scope of this question, but can be explored starting from this section of the wikipedia article.

You will likely also find this discussion to be of interest.