While a Bodyguard unit contains a Leader, it is known as an Attached unit and, with the exception of rules that are triggered when units are destroyed (pg 12), it is treated as a single unit for all rules purposes. 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. Each time an attack successfully wounds an Attached unit, that attack cannot be allocated to a Character model in that unit, even if that Character model has lost one or more wounds or has already had attacks allocated to it this phase. 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. If this happens as the result of an attack, they become separate units after the attacking unit has resolved all of its attacks. 

Each time the last model in a CHARACTER unit that is attached to a Bodyguard unit is destroyed and there is not another CHARACTER unit attached, that Attached unit’s Bodyguard unit becomes a separate unit, with its original Starting Strength. If this happens as the result of an attack, they become separate units after the attacking unit has resolved all of its attacks. 

Each time a unit that is part of an Attached unit is destroyed, it does not have the keywords of any other units that make up that Attached unit (unless it has those keywords on its own datasheet) for the purposes of any rules that would be triggered when that unit is destroyed.

Feel No Pain

Some models have 'Feel No Pain x+' listed in their abilities. Each time a model with this ability suffers damage and so would lose a wound (including wounds lost due to mortal wounds), roll one D6: if the result is greater than or equal to the number denoted by 'x: that wound is ignored and is not lost. If a model has more than one Feel No Pain ability, you can only use one of those abilities each time that model suffers damage and so would lose a wound.

Profiles:

Abilities
Psychic Barrier (Psychic): At the start of your opponent’s Shooting phase, you can roll one D6: on a 1, this Psyker’s unit suffers D3 mortal wounds; on a 2+, until the end of the phase, models in this Psyker’s unit have a 4+ invulnerable save.
Leader: This model can be attached to the following units: Cadian Shock Troops, Catachan Jungle Fighters, Death Korps of Krieg, Kasrkin, Krieg Combat Engineers, Tempestus Scions
Malign Wardings (Psychic): While this model is leading a unit, models in that unit have the Feel No Pain 4+ ability against Psychic Attacks