My 100% non-official answer would be that no, you can not use Leadership on frightened animals. The
spirit of Leadership is that you are using your
words to inspire your allies. Frightened animals, who can not understand what you are saying, would simply hear another voice yelling in an already frightening situation.
If I were GMing, I would probably give you an opportunity to use Beast Lore to calm your animals, assuming that you yourself succeeded on your Mettle check
I don't see why you couldn't train a draft horse to be fearless, but I'm also not entirely up to speed on the animal training rules.