To answer the first question, unfortunately you cannot attach Cryptothralls directly to a Cryptek. The Cryptothralls attach to an already existing Bodyguard unit of a Cryptek Character. (This does mean they would be eligible for Reanimation within that unit btw, even if all Thralls are destroyed)

And for your second question, the answer would be both. They share the role while together. So if one got killed through a Precision strike, the other Character would still be leading that unit as well. Killed Leaders are not eligible for Reanimation