She's a Russian from Georgia, recorded a lot of discs on the Teldec label, most of them are now reissued on their budget Apex label, the original discs are hard to come by, especially the late Schubert Sonatas.
I've lived with Schubert's Impromptus for a long time, so i can usually tell what's really good, but i haven't lived with Leonskaja's recording for very long, so a thorough assessment is hard, i find she's quite slow, she takes over 70 minutes for all eight Impromptus [Brendel takes 10 minutes less], but she has a tendency to sustain this speed nicely, she can also 'sniff' during her playing, an inability to control her breathing maybe, but yet a very satisfying account of the Impromptus.
I especially enjoyed her Fifth Impromptu [D935/1], it's my favourite, and quite possibly my favourite piece of Classical music of all time, it's so very difficult to pinpoint a piece of magic in this work, as it's all magic, one thing i feel about this Impromptu, is that it weaves a tapestry which is so seamless, i remember a few years ago i played this while walking barefoot along a beach, where the waves meet the sand, the tide was going out, it left patterns in the sand, ridges glistening in the sun, plus the rhythm of waves always make me think of this Impromptu [or the other way round], it has such a build up of repetition, and yet nothing is really uniform, it's such a pliable piece, it goes all over the place, and yet is so faithful to the whole mood it creates.
It's good to have Leonskaja's take on this piece, another facet viewed from another angle, gives a truer perspective of the whole.
Here's Andras Schiff playing the First Impromptu of the second set on YouTube.