I also concur that it's possible with a warrior. I finished my normal warrior game at lvl 55 with 40k leadership, keeping in mind I didn't have any big leadership boosting items. Top that 40k with some luck from the flags, 2 marshal's battons (2x1000, regalia), the elven crown (+1000, head), the Princess' Dress (+1000, torso), the Mages's Dress (the demon follower can use a dress in the armor slot; +800/+4 INT, +30% Archmagi crit rate) and that's an extra 4800 leadership, and it can get even higher with the proper items, provided you're bent on going leadership crazy
As Paladin, you get less leadership upgrade per level. Even with 2 marshal's battons, I got up to 33k only, but it was more than enough for Hard, because that's +2 human morale. +1 from the Conviction skill and you always have top morale as long as you use humans in your army.
So I guess there's no cheating involved here. Still, most of the screenshots are just to show the game, so I guess there's no problem in even setting a level 1 char with 45k leadership