Preflop - I don't like calling vs. good opponents, I think it's an unnecessary, slightly -EV play. If I am calling this, I am doing so with a plan to exploit specific leaks in my opponents' games. Fwiw I don't know anything about Leon other than what Doug mentioned and I only know about Klein from HSP.
Flop - Against the vast majority of villains this is, imo, a clear call. Leading into 2 players on this wet of a board is strong. I don't think we have much FE at all if we raise... and there will be too many times when we improve on future streets and still have the worst hand. Although it's possible Doug had a read that Leon's donking range was way too wide, in which case raising is ok.
Turn - This is where things get really, really interesting. I paused the video to think everything through. First off, this brings up something I strongly disagree with Doug about - When villains take highly unconventional lines, it's almost always for a very specific reason in this exact moment. There is no way they are balancing these wild lines. Therefore, we can throw a lot of game theory stuff about ranges and balance out the window and just piece together what they are doing in this hand. Why would he want to pot the turn? He has a hand that doesn't want to check/call, doesn't want to check/raise, doesn't want to give a free card, and doesn't want to lead small. It feels like he's trying to price himself in if he gets jammed on. I kind of feel like it's never a set... a set should never want to put itself in this situation, the alternatives are just so much better. A flush makes a little more sense... but a flush is never folding and wouldn't need to worry about getting jammed on. Plus, you generally want to take lines that maximize value with a flush... potting the turn folds out so many hands you want in there. A straight makes sense... some players might feel that it's too vulnerable to go check/check and too vulnerable to bet small. But really, the hand that makes the most sense to me is A
x. You don't want to check and face a big bet, you don't want to bet small and get jammed on.
River - Given this read I thought calling was good. But I didn't even think of AA. Looking back on it now, AA makes all the sense in the world. If there was a book filled with all the wildly unconventional lines players take, AA would make up the majority of them. I'm pretty sure Leon was bluffing this river? Not sure what worse hands he thought would call?