I hit the same wall as everyone else so I decided to revive this thread in case it helps more people in the future.
I used the C++ implementation using this guide.
What made it work for me was adding ColumnMetaData to the Leaderboard Read Ref, where I added the stat linked to the leaderboard.
FOnlineLeaderboardReadRef GlobalLeaderboardReadRef = MakeShared<FOnlineLeaderboardRead, ESPMode::ThreadSafe>();
GlobalLeaderboardReadRef->LeaderboardName = FName(MyLeaderboardName);
TArray<FColumnMetaData> ColumnMetadata;
FColumnMetaData* CMD = new FColumnMetaData(FName("TESTSTATVAR"), EOnlineKeyValuePairDataType::Int32);
ColumnMetadata.Add(*CMD);
GlobalLeaderboardReadRef->ColumnMetadata = ColumnMetadata;
I imagine the Blueprint version would be solved with the same approach.