Which skills are best for a hero?

I should try to get leadership. But the probability is very low. It hasn't dropped for me even once...

In reality, leadership drops quite often in the late game, despite the low probability indicated in the manual. However, it often happens that it drops too late. So, you should try to get it as early as possible. In the worst case, it's better not to touch useful neutral creatures or undead until a certain time, and then try to recruit them with a secondary hero whose leadership has been developed through mentoring. The mechanics of the probabilities of recruitment are described in the manual.