How to deal with possible data leakage in time series data?
There is no need for sample tests.

A customer may have received many loans 1 to n - 1. To predict the default rate of nth request at time t(n), you are allowed to use any information up until t(n). When a user has no transaction history before t(1) system cannot predict the default rate for her; except maybe based on her age, income, etc. However, for the next loan request at t(2) system can use the transactions between t(1) and t(2), but still cannot use any transaction that happened after t(2). For any particular prediction at t(n), events happened after t(n) must never be used.

Regarding "it does not involve using information not available at prediction time", it does involve using information not available at prediction time t(n), since system is trying to utilize transactions that occur after t(n).