The only thing you can try that might have an effect on lone leader(s) scouting in your region would be to have a cavalry regiment outside of that region targeting to intercept that leader.
Lone leaders have two affects in the game, that I know of. They allow your opponent, Athena I would hope in this case, some lifting of FOW, which in general probably shouldn't affect you directly.
The other can affect you in certain situations. Lone leaders have a patrol value of 1. In regions neighboring enemy regions in which you have little or no MC you can be blocked from entering those enemy regions by one or more lone leaders through their cumulative patrol value.
In this case when you select your stack in such a region one or more neighboring regions will be overlaid in red and you will see the red ((i)) icon in the Force Display. The tool-tip of the red ((i)) icon will tell you the patrol value of enemy units in that region and your evasion value plus the MC in neighboring regions you need to enter them.
Look here: Explain Zone of Control...
for further explanation.