Alright interesting, I do think Leopold would convert to Orthodoxy, he seems the type to know the political sense behind that. As for waiting to marry a daughter of Nicholas I, could he afford to? I suppose if he becomes King in 1832, and waits until 1835, that should be fair, and in the meantime, I imagine one of his brothers is going to be heir apparent and pressurised into converting as well
Well, Leopold didn't convert to Catholicism IOTL, hence why he took a Catholic wife to assure people his kids would be Catholics. Although then again his sister converted to Orthodoxy after marrying Nicholas's brother Constantine, so maybe she encourages him.
As for waiting, that time might be shorter than expected. A generation later IOTL saw 16-year-old Olga Konstantinova married to the King of Greece, so I wouldn't be floored if political pressures encourage Nicholas to hand over one of his girls at a young age. IOTL Maria Nikolaevna apparently wanted to stay in Russia and not have to convert, but I'm sure Nicholas could use her devotion to Orthodoxy to sell a Greek marriage as a big deal for the faith.
Of Leopold's family members, Prince Albert might honestly be the best heir unless we go through the lines of Leopold's sisters. However, if Albert is defacto heir to Greece until Uncle Leopold has kids, he might be urged to take a Russian for a wife (either Maria's sister Olga or a cousin like Maria Mikhailovna) instead of Victoria. The point likely becomes moot once cousins start popping out, leaving Albert free to take Cousin Victoria as a bride, but that might delay the marriage some or Albert might decide not to leave his betrothed and marry his Russian fiancee.