Business Logic in Data Warehouse
My answer is a big YES - you should store business logic in data warehouse. That is one of the ideas of data warehouses in the first place. If you have tens of reports showing or filtering leads imagine if a rule to qualify someone as lead would change. Also, what if you have to access DWH data with different tools/systems - you'd need to replicate all the logic. Lastly, calculating this kind of labels can be time consuming and that's why you'd like to have everything precalculated in DWH for the reports to run fast.

To answer your first question - yes, you should go with SCD. There are couple apporaches and you should choose the one that suits best your requirements - it's all about how users want to analyze data (this is where the desing should start.