About "leakage inductance"
Apparently, there is only one "leakage inductance" at one side in the
  figure above.


No, that is incorrect.

Every winding in a transformer does not couple 100% to each other winding and that is a fact. If some piece of text suggests that the leakage inductance is only attributable to one winding then that piece of text is at best misleading and, at worst blatantly wrong.

However, from the perspective of someone wishing to know how well two windings may couple then a single entity of leakage (a composite of both leakages) can be used to express that.

As for your 2nd question, you CANNOT short the secondary at the point you wish. This IS impossible - you can't take the equivalent circuit of the transformer and hack at it like that. The leakage measured is the composite leakage and this can be broken down into two components by using the turns ratio squared but even that is only an approximation; the magnetization inductance will alter the accuracy of this method slightly but, for all practical purposes, this method yields fairly accurate results.