Antinomia: FF6

I'm guessing Leo doesn't have any natural magic? If he doesn't know any spells, then Magic won't show up as a command in battle. And if he hasn't had an opportunity to learn them since he's on a guest profile, then even switching to profile $0A for the fight won't have it show up.

So, upon talking to Kefka, you could write profile $0A to Leo's actor $0A, and then upon the end of the fight, write $22 to actor $0A again so that he's once-more off limits until his recruitment in the World of Ruin.

The only edge case there is that the player might be able to steal his weapon and shield during the fight, but they still wouldn't be able to snatch the relics because his profile would switch mid-event, prohibiting an inventory access while he's on $0A.

EDIT: So basically...
World of Balance Leo -> Profile $22.
Talk to Kefka "I'm going to stop you!", profile gets set to $0A, immediately initiate fight.
Fight ends, field map loads, profile gets set BACK to $22 before the rest of the event plays out.