Leak off is about comparative flows. At idle the HP pump can deliver way fuel more than is required, so if leak off was slightly worse it would be ok. At higher load where you have max fuel demand and a high pressure demand, there isn't the same spare capacity. So as long as something isn't haemorrhaging fuel, it will always be worse under higher loads.
There is a good chance it's not the injector leak off, but as relatively simple test, it's worth ruling out.
Some items aren't so easy to test, so if you can rule out as much as you can as see what's left.
On fuel supply only real indication is by monitoring the pressure under load, if it drops, there's a supply issue.
HP side, assuming you've ruled out the pump as it's new, that leaves injectors, quantity and pressure control valves.
Thought on injectors, the ZFC fuel trims should be big negative numbers if you had a dodgy injector actually overfuelling.
If problem only happens warm or cold may help point to quantity control or pressure control valves. When cold, QCV is open, pressure is controlled by PCV. When warm both are used. Other than that to you need a decent diag to test them.
