Your problem with Explode occurs because an MLeader doesn't have an Explode Method - as you might have guessed.
vla-Explode only applies to: 3DPolyline , BlockRef, ExternalReference, LightweightPolyline, MInsertBlock, Polygonmesh, Polyline, Region.
You could transform the attribute positions using a transformation matrix based on the insertion/scale & rotation of the block within the MLeader compared to that within the definition.
Lee