The Salesforce connector exposes OpportunityHistory but not LeadHistory. Both are standard Salesforce objects available via the API.
Requesting LeadHistory with: Id, LeadId, Field, OldValue, NewValue, CreatedDate, CreatedById, IsDeleted.
Use case: lead status progression / funnel analysis - one row per status change. Currently impossible via the connector, as the Lead object only returns current state.
Also requesting on the Lead object: MobilePhone (currently only Phone is exposed). And on the Opportunity object: ExpectedRevenue (currently only available via OpportunityHistory).
Support have confirmed LeadHistory should be straightforward to add. Support ticket number #66109