I just picked up a lead from a container, and immediately checked but can't find it in my inventory, currency tab, OR my collections tab. What am I missing?
They are automatically added to the antiquarian tab in your journal.
Note that leads only let you find that item *once*. If you want to find it again for codex completion, you need to do whatever it was that got you that lead again *after* you've found the Antiquitie in question.
It's disappointing, though, that we can't trade leads. In a short period of time just now, I've picked up multiple purple quality leads on my secondary account, with characters I'm not particularly interested in leveling through this skill. But on my main account, with those I do want to level it? Not a single thing over the last day. Even sharing between characters on the same account would be a good start.