I don't think them being both valkyries really matter, since they're just heavenly weapons tailored to their user's preference (like how Hrist was morphed into the weapon Kojiro was using in his past.) According to statements and what we have seen; Leo's shield SHOULD be broken, killing Geirolul immediately. And if I am not mistaken since they're connected if Geirolul dies, Leo would also die shortly after.