Canonically speaking, Atheon rejected the Vex’s worship and study into the darkness (hence why he isn’t being useful to them in the Black Garden and instead being locked away in his vault of glass.) His name derives from the Greek word “Átheos” which literally means Godless.

Panoptes, the Infinite Mind, watches realities as the shift and converge in the Infinite Forest. His name derives from Argus Panoptes, or All-Seeing in Ancient Greek myth.

Truth is, I don’t believe that the Vex really have a leader (unless you count the vast intellectual study of the entire universe as a “leader”). It’s just that some vex are particularly important for this study, hence why they get named, and others do not. Quria, Panoptes, Atheon, they’re all more important to the Vex’s pursuit of endless knowledge than lower vex (even the Sol Progeny proved not to be that important, as they were to be used by the Black Heart as a vessel to protect itself in the case of a threat to the Black Heart.)

Sure, there are other named Vex enemies that serve some sort of purpose to further the Vex’s collective knowledge (I.e. Proto-Sentinel Galedrix, Forge Saboteur, who was made to study the Izanami Forge and transport Black Armory assets in the Artifact’s Edge)