Ideally I want the PCs to find Leone, discover some crucial information which will foil a plan Leone is hatching AND make them really want to get on the that train in adventure 4, then leave without fighting Leone.
As Hirou pointed out, that's probably impossible. I mean, if you're looking to wrap up the campaign faster, go for it, but it's
really hard to have Leone see the PCs and not just wipe the floor with them. I mean, I suppose he could be using a ring gate akin to what the Ob researchers were using in the warehouse in adventure two, so he's only 25% in the real world.
But it doesn't really fit to have the elite, snobbish head of a major cell of the conspiracy slumming it in the sewers. The design of the Ob would keep Saxby from even knowing that Leone exists. Governor Stanfield is tier 3, and Leone and Macbannin are/were tier 4, but she's tier 5 down Macbannin's chain, not Leone's. She'd have no way to contact him.
Maybe she poked around and it managed to reach Leone that she was looking for help. To avoid compromising their secrecy, he might have someone deliver a message to her so she goes to a meeting spot. But after talking to her for a bit, he'd realize that unlike Macbannin, she's not interested in the Ob ideology. She's only helping out because she thought she was going to earn the favor of a prominent politician and improve her career, but she doesn't want to get involved with what Leone's doing in the Bleak Gate. And Governor Stanfield isn't going to risk exposing his involvement to her.
So if you do have Saxby go meet Leone (who's not really on this plane, just semi-visible as he presses through the veil between worlds), the PCs might be able to eavesdrop as she asks for an explanation, he evades and brings up the Ob goal to gain influence to make the world a better place, she's smart enough to realize that this foreigner isn't working with Risur and so she tries to play along to extract info from him, he's smart enough to figure out that's what she's doing, and he decides the best solution is to kill her.
Before he does it, though, he makes an offer - protection if she can destroy the body of Caius Bergeron, and all his possessions. She balks at first, but will agree, and she'll order her constable allies to . . . it depends. Possibly break into the RHC to firebomb a room and destroy documents, then pour acid onto Caius's skull to melt his brain and jaw (fire doesn't burn tieflings). Or maybe go to his apartment and arson the f*** out of the place to cover their tracks. If she manages to pull that off, she'll return to meet with Leone again.
That's when he kills her. Ideally with explosives or poison gas or something else unsatisfying.
Or yeah, use Hirou's idea and get them to a Kell guild sanctuary. But, well, I'm trying to save the 'setpiece action scenes' of adventure five, and again, going into the lion's den is probably fatal. Is your party feeling like they need a 'climactic battle'? If not, it might be best to let Saxby get hoisted by her own petard and die (unless the PCs rescue her). Or maybe she goes to Kell, and he gives her some info, but because he's evil he charges a price and butchers one of Carlao's team. Saxby might stay in charge of the RHC in Flint but be rightfully traumatized and ineffectual, forcing Delft to coordinate with the PCs behind her back.
Lots of ways you could go with this.
