I have a Winter Tharja who I like.. But hers ivs are absolutely horrible (+Spd -Atk).
Leo is my favorite unit actually.. And maybe Candelabra and Close Counter is good for him. He is +Def -Pv
A +def Leo is way better off using a refined Brynhildr. He's one of the best anti ranged units with it.
Then build him with dual distant defence (fury as budget A skill) and he's great.
Bonfire and quick riptose are a must
I'm using two sets with my +5 Leo.
One of them is the Brynhildr-Range-Build with:
Brynhildr Special Refinement
flexible
Bonfire
Steady Stance (I don't want to fodder my Garon for him)
Quick Reposte
flexible
Distand Def