What happen when 2 transactions with one doublespending the other reachs the same block?
Which is the transaction is going to be rejected ? The first one with a slightly lower fee than the second or as it’s the same block, the second one ?


Generally speaking, miners will choose the transaction that has the highest fee, but they are not obliged to.  In fact they don't need to mine any of your transactions if they don't want to.


  Both have very high fees so they are selected by miner to be included in the same block.


No, the miner must choose 1 or zero not both, otherwise the block they create will be invalid if it contains a double-spend.  Invalid blocks will waste the miners time and money as they will be rejected by the network.


  And where is the code in Bitcoin core handling this ?


Sorry, can't help with specific location.