I ran into a minor, but annoying, issue.  To replicate it, load the following save:

https://www.dropbox.com/s/974ut5amso7hm65/NewLeaderIssue.GC4Sav?dl=0

After loading the save, the window shown in the first screen snapshot below should appear.  Choose the third option which will give you a new leader.  You should now have a new leader as shown in the second screen snapshot below.  However, if you click on the leaders icon there will not be an unassigned leader on the lefthand side of the screen as shown in the third screen snapshot below.  In order to see the new leader you have to click on one of the other leader tabs (i.e. "Ministers", "Governors", etc.) and magically the new leader appears as shown in the fourth screen snapshot below.

It seems to me that the new leader should appear in the "Unassigned Leaders" list immediately when you open the "Leaders" screen and not require the player to click around to get the new leader to show up.