I definitely found that my scaredy bird warmed up a lot more to human interaction when he was introduced to my other bird, who is hand tame and loves people. A birdy friend is a worthwhile investment if you can swing it, but you may wish to wait until things settle a bit more for yourself and for Leo.
Patience and consistency are key. Parrots like routine, and Leo will become comfortable with your presence over time. Keep reading to him, offering treats (have you tried millet?), and giving him time out with you around.
I used to sit by Anakin's (my green bird) cage when he was new to my house and have his bowl of food outside of his cage nearby to where I sat. I wouldn't ever stare at him front on, and prettt much just tried to look like I was ignoring him. Eventually he would muster up the courage to eat from it, and eventually it was a total non issue. I moved it closer and closer every day until he was eating out of it on my lap. Took a while, but now he will fly to my shoulder and ride around with me, and takes treats from my hands. He's still fairly flighty and doesn't like hands very much, but some birds are just like that. You can tell when they're happy and comfortable with their surroundings, and that's the most important thing.