|The skill refinement on Leo's unique weapon allows him to fill a fairly unique niche as a sort of magical, ranged, cavalry Hector: Marquess of Ostia-alike. The goal with this build is to maximize the utility of his unique skills to prevent enemy follow-ups while guaranteeing his own in as many instances as possible. It also aims to make him relatively self-sufficient, as opposed to relying on team synergy. (That said, combine with an Ally Support from Corrin: Fateful Prince using Yato, Def/Res Link 3, and Reposition to maximize potential.)
High defensive stats in combat plus Noontime, which will activate in any instance when the effects of both Brynhildr and Quick Riposte 3 apply, ideally will keep his HP above the threshold for the latter. Use his native Blazing Light instead if your team has a viable healer to allow him to follow-up attack (or at least do equivalent damage) in the player phase sometimes when needed. One team mate using Breath of Life 3 or Ardent Sacrifice should be enough to sustain in this case.
I know that stacking Distant Def 3 as both Passive A and Sacred Seal tends to be the go-to for enemy phase-centric builds like this, but... poor Leo needs the Attack. He can't afford to lose the defensive stats for Life and Death 3 nor the HP for Fury 3. If you don't want to sacrifice any of the exceedingly rare units required, then a flat boost to any stat (except Speed) is still nice. Res Ploy 3 is also chosen for the sake of raw damage, but it's not irreplaceable if your team needs a different utility.