The system variable dimasz controls arrow size for newly created leaders and dimensions. Alternatively change the arrow size in the dimension style (ddim). I don't believe there is a variable for default leader thickness. You can however change the lineweight in the properties box or put your leaders on a layer with a thicker lineweight assigned. If you want to actually see the leader thicker make sure you are displaying lineweights, either off of the toggle on the status bar or by typing lweight and checking the box in the lineweight settings. Hope this helps.
