Emperor's Dais

During finalization, you decide whether to use the ability^383.3.a and, if you do, pay 1 and return the unit.^{383.3.b383.3.b.1} Both actions form one inseparable base cost, so you must complete them together for the ability to finalize.^740.4.a The pending ability is removed without finalizing if no legal unit can be chosen^403.4 or if you decline the complete cost.^405.2 While paying the energy, you may activate an eligible [Add] ability with [Reaction] to provide it.^445.2.c

The unit you return is part of the cost rather than a target, and it returns to its owner's hand during finalization.^{355.10.c355.10.c.1} If you have paid the cost, the ability finalizes and opponents may then react before it resolves.^407.2407.4

A battlefield token that replaces Emperor's Dais still supplies the "here" location for its Sand Soldier, but if Emperor's Dais leaves without replacement, the Sand Soldier cannot be played because "here" no longer identifies a location. The replacing token is treated as the same game object as Emperor's Dais.^439.1.a Without a replacement, Emperor's Dais has no location when "here" is checked as the instruction executes.^{359.3.e.12359.3.f.1359.3.f.2}

Yes, with The Exile as your legend, the Sand Soldier unit token played by Emperor's Dais enters ready, even if you return your only unit there to pay the ability's cost.

You establish control of Emperor's Dais before the conquest triggers its ability.^{471.1471.1.b383.2.c} The ability remains on the chain while the unit is returned and the Sand Soldier is played, so Emperor's Dais does not become uncontrolled in between.^{309.1323.5407.5} The Sand Soldier is therefore played to a battlefield you control, so The Exile makes it enter ready.