Leaders and Assault results

[cjsiam]

So... in the latest attempt to be a successful Russian we had some big city fights....
One of the issues that arose that we could not find a resolution in 4th edition rules was

What happens when all the combat units are eliminated in an Assault hex--and the leaders are left alone?
Do you retreat immediately? Do you roll to retreat or be eliminated (6.71)?

IF the leaders chose to run off with fleeing Demoralized units--that would be one choice---but if they chose NOT
to leave--what is their status? 
How do you attack them alone---is it an Assault/Direct fire? Do they just run away?

Appreciate any insights.

cj