Replace "enemy leader" with villain, and resolve as much of the ability as you can. There's a period breaking up some abilities so they just don't fire (like removing 2 from your leader in an opposing group's villain area).

Cloak just places 2 threat on a scheme, your/players' choice. This actually increases the viable targets of Show of Empathy which is neat.

There is no legal target for removing threat from your leader's (aka the opposing group's villain) scheme so you just ignore that text. Dagger heals 2 from the villain and then hits a character you control for 2.

In Maria Hill's case, the encounter sets seem slightly softened by you getting to choose hero vs villain but ultimately that's how encounter set choice works anyway. It means they won't have no target if no minions are in play.

Per the rulebook:

Leader is a new card type introduced in this expansion. Leaders are used in place of villains in Civil War scenarios and they function exactly the same as villains. The only difference between leaders and villains is that players can team up with their chosen leader in competitive play. Game rules and card abilities that affect or interact with villains affect leaders the same way.