There is no way to give a leash item to an allay, because the leash will always tie to the allay first, no matter if you shift/crouch or what hand you use.
Linked issues
Comments 3
This is a duplicate of MC-252400.
MC-304457
Allays cannot HOLD leash item
Resolved
Duplicate
2
They can be given a lead if tied to a fence or held by another player, but it probably should be possible to do it directly (this does actually minorly impact gameplay, as currently you need a second lead item)