1. yes, it will go via your gateway, but only because tcp/ip needs the path. Yes, it will go direct to what you want to use, unless a transparent service grabs it. Whether you set the router or a machine, won't matter. If your machine points to your router and your router goes direct, your result at the machine will come from source to router to you. Funny buggers aside.
2a. have not come across the term dns leaking.
2b. if that's anything like a transparent proxy for browsing activities, its something that monitors outbound destination traffic based on port/protocol, and redirects, or proxies them, transparently to the user, via a preferred path/service. The user doesn't even know, hence the 'transparent' term.
At least that's what I think it all is,... its been a while
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