Presumably you're assuming an MLEADER as opposed to a LEADER? For a LEADER entity, an arrowhead size override is set within the extended entity data, e.g.:
(defun c:myleader ( / p q s )
(if (and (setq p (getpoint "\n1st point: "))
(setq q (getpoint "\n2nd point: " p))
(setq s (getdist "\nSpecify arrowhead size: "))
)
(progn
(regapp "ACAD")
(entmake
(list
'(0 . "LEADER")
'(100 . "AcDbEntity")
'(100 . "AcDbLeader")
(cons 10 (trans p 1 0))
(cons 10 (trans q 1 0))
(list -3
(list
"ACAD"
'(1000 . "DSTYLE")
'(1002 . "{")
'(1070 . 41)
(cons 1040 s)
'(1002 . "}")
)
)
)
)
)
)
(princ)
)