I know @bradeneuropeArthur is making an Add-In but I thought I'd have a crack at it. With this code you can place multiple note leaders and it will name them all correctly! Just place the note leader how you normally would but don't enter any text! When you hit escape to back out of the tool it will update the names. Enjoy!
Sub Main
Dim oDoc As DrawingDocument = ThisDoc.Document
Dim oLeaderNotes As LeaderNotes = oDoc.ActiveSheet.DrawingNotes.LeaderNotes
Dim oCount As Integer = oLeaderNotes.Count
Dim oHighestNumber As New List(Of Integer)
For Each oLeader As LeaderNote In oLeaderNotes
If oLeader.Text.StartsWith("W")
oHighestNumber.Add(Right(oLeader.Text, 2))
End If
Next
ThisApplication.CommandManager.ControlDefinitions("DrawingLeaderTextCmd").Execute2(True)
Dim oNoteNum As Integer = 1
If oHighestNumber.Count <> 0 Then oNoteNum = oHighestNumber.Max + 1
If oLeaderNotes.Count - oCount >= 1
For i = oLeaderNotes.Count - (oLeaderNotes.Count - oCount) + 1 To oLeaderNotes.Count
Select Case oNoteNum
Case < 10
oLeaderNotes(i).Text = "W00" & oNoteNum
Case < 100
oLeaderNotes(i).Text = "W0" & oNoteNum
Case >= 100
oLeaderNotes(i).Text = "W" & oNoteNum
End Select
oNoteNum += 1
Next
Else
Exit Sub
End If
End Sub