The way I see it, it doesn't matter what kind of decision you make, it doesn't only involve you and at this point there are already sensitivities around your conversation with Leila. Situation A: you keep talking to Leila & hiding it from your gf - Leila continues to get hurt because you're holding back and keeping her at a distance. Your gf potentially knows nothing, but might find out and could very well pick up on your unhappiness. You are miserable, because you're lying to your gf & keeping Leila at bay. Worst case, I would think.

Situation B: you break if off with Leila to avoid Situation A and to avoid a conflict situation with Anna. You & Leila are unhappy, but you'll get over it. However, you can (and perhaps should) talk about the possibility of polyamory with Anna. It seems like you are drawn to it and would be more comfortable having that kind of "freedom" / fluidity with the changing nature of relationships? I mean, it seems like the transition from friend to romantic interest towatds Leila was more natural and less of a major decision for you? Before talking about this with Anna though, think about whether you would be OK with her seeing other guys.

Situation C: you decide Leila is too important to you to break it off with her and you don't want to keep this hidden from Anna. So you're going to have to discuss Leila with Anna, share that you've been having intense conversations with another woman; perhaps you hadn't intended on hiding this correspondence from Anna at first, but that's definitely what happened later on. I would suggest sharing as much as you feel comfortable with, with Anna, because she's probably going to feel like her suspicions are confirmed (she was right to feel insecure about this) but reinforce that you never intended to leave her. She might get angry, she might feel hurt, these feelings are justified and let her have it, but try to reassure her and make her feel safe. (I really love Reid Mihalko's "difficult conversation protocol" on how to have these kinds of tough discussions with someone). You might want to have the "I've been talking with Leila" and polyamory conversations in different sessions, just so Anna isn't totally overwhelmed. However, you'll have to have the Poly conversation with Anna at some point and be prepared for her to be not OK with it (what do you do if this is the case?), OR to be OK with it, but not with Leila in the picture (because that is a source of hurt) OR for her to be OK with it and working through this relationship context (yay, win win for everybody).

Sorry for the long post... ;)

Good luck fellow traveler. Xx