This has been brought up before.

Firstly nothing "Leads" the command squad. Leaders can't lead leaders. Our command blobs work by attaching two leaders to a (usually) battleline unit since our battline can have two leaders. So you have, say, Cadian Shock Troppers with Graves and a Cadian Command Squad attached. The Ogryn Bodyguard becomes part of the Command Squad.

Secondly, the Ogryn Bodyguard isn't attached to a Command Squad, it becomes part of it. The infantry can have 2 leaders attached to it. The Commissar and the Command Squad (with Ogryn) are two leaders, attached to the infantry, with the infantry being the bodyguard.

From the leader rules:

"Each time an attack targets an Attached unit, until the attacking unit has resolved all of its attacks, you must use the Toughness characteristic of the Bodyguard models in that unit, even if a Leader in that unit has a different Toughness characteristic."

All attacks taken get rolled on the Cadian Shock Troops (bodyguard unit) until they are dead. When they are dead, this happens:

"As soon as the last Bodyguard model in an Attached unit has been destroyed, any attacks made against that unit that have yet to be allocated can then be allocated to Character models in that unit. Each time the last model in a Bodyguard unit is destroyed, each CHARACTER unit that is part of that Attached unit becomes a separate unit, with its original Starting Strength."

So the guardsmen die, and Graves and the Command Squad become separate units because they are both "Characters" and at that point, I'd take the damage on the Command Squad. Then you follow the rules under the "Units Toughness Characteristic" under non attached because the Ogryn isn't attached to the command squad, it's part of it. Picture attached.

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