How do I set my preferred data source in Health Connect?

Open Health Connect. This differs by device and Android version, but if you don't have an app icon for Health Connect in your launcher, you can find it by opening the Android Settings app and searching for "health connect".

At the bottom of the screen, tap "Manage data". Tap "Data sources and priority".

On this screen you can see and manage where data comes from for each category, for example "Activity" and "Sleep". Select the category you're interested in and drag items in the "App sources" list until your preferred source is at the top.

As long as there is data from this source, this is the data that Health Connect will provide to Exist. If your preferred source didn't track anything, data will be provided from your second preference, and so on.