There's definitely a messy intersection of motivations/agendas happening during the trial. Even doing a second playthrough of chapter 3, I'm confused on why certain things happen. As for Leona, it's entirely possible she's behaving the way she is towards protag and not the self confessor out of the very simple human motivation of jealousy and self preservation. She's very self-righteous and most everyone doesn't trust and/or respect her. Depending on how you play protag, others don't have many issues with them. And Ran, who she clearly views as *her*ally and maybe she wants more, obviously has a thing. Might be jealousy of the simple peasant girl is clouding her judgment; but then self confessor did the confessing after she's already been brutal, so she realizes she can't keep doing the vicious zealot things without someone having enough of her behavior and kills her while she sleeps, so she opts for the less tyrant option with them in hopes to stave off assassination attempts.
BTW- You should check out what happens if you choose to attack the stubborn duo who are so friendly with the self confessor. The end result drastically narrows down possible scenarios happening and bolsters a few potential theories.
Edit- just realized you mentioning how poorly a fight can go indicates you've tried that option. So yeah. One of the duo might be a "demon strumpet" and the other was taken in by their act, or it's a red herring to throw off suspicion from the real third demonheart.