Sean,
Here is the only solution that I have found to make a symbol that has elements in it that contain leaders and dimensions. Maybe this will piss the guys at PTC enough that they will do something about fixing this in Creo.
In order to do this though, you will have to have that evil software called AutoCAD available to you.
Take your full illustration that you want to create the symbol out of and export it as a .dwg file. Make sure that all your line colors export to the proper colors you want to see them as in your symbol in the "properties" tab of the export gui. Open the file in AutoCAD, select all the geometry you want included in the symbol and create a block out of selected items, and save the drawing again.
Go back into Creo and open the drawing as a .drw. In the "Import DWG" gui make sure the "Import Blocks As Symbol" box is checked, and in the properties, the colors are correct. Click Ok and you should now have a symbol with everything in it including your leaders on the balloons. You will now have to go through the steps of creating the symbol in Creo so you can save it to a folder with a specific name (won't go through those steps as it sounds like you have that down already)
Hope this helps and you have AutoCAD around to fix Creo's shortfall.
Glenn M.
