When you say the first character slot, do you mean the first character slot in Nightmare? (0x01)
I can get 0x03 to be the leader in the first chapter, but I want 0x36 in the next chapter.
What's odd is that I load my main character, 0x36. If I don't load anyone else, it's fine. When I load any friendly unit, and that friendly unit (0x69, 0x34, etc. -whoever loads first) becomes the leader.
Another thing-- After the new 'leader' dies, he is still shown in the status menu.
Something else is that even when I didn't load 0x03 in the first chapter, she is still the leader. Luckily, she's supposed to be the leader, but I found this test strange.
I've messed around with the character leader in the events. It doesn't seem to do anything. I've read that that affects AI.