(very random stream of thought on this, sorry for not being more coherent

)
well there is already a connection because they know each has a clue related to some overall goal.
I can forsee some encounters (not necessarily combat encounters) to ask around and figure out who another one of these cult leaders is.
They may also notice some pattern, maybe each of these cult leaders is in a different section of the city.
Or (because you never know what the PCs will really end up doing) they could just try and bypass the cult leaders, figure out what the connecting organization is (i.e. what are these clues related to and go to -that- source) and from there either deal with the source directly OR backstep downwards from that source to the individual cult leaders (since presumably it will be easier to figure out who is involved when you're at the source rather than running around the city aimlessly).
Perhaps all the cult leaders look alike (clones or septuplets, whatever).
And I doubt the cult leaders would leave the saftey of their base, but instead send goons after the PCs if they are causing trouble. Thus, the PCs would have to find the cult base and get the cult leaders there.