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In "The Funeral Pyre" in Dr. Thorndyke's Case-Book by R. Austin Freeman, Gervis and Thorndyke were at the station where they found the bookstall keeper in the act of sticking up a placard of the evening paper, saying:

On our arrival at the station, we found the bookstall keeper in the act of sticking up a placard of the evening paper on which was the legend: "Rick tragedy; Sensational development."

We immediately provided ourselves each with a copy of the paper, and sitting down on a seat, proceeded to read the heavily-leaded report.

I found that "leading" in print may mean "the spacing between lines", so does it mean here "large spacing between lines", or "bolded writing"?

https://en.wiktionary.org/wiki/leaded_type

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As surmised in the question, “leading” refers to the strips of lead that were used by hand typesetters to add space between lines of text, and “heavy leading” means wider spacing between lines:

If the type face is thin, if the individual letters are closely spaced in the words, or if the leading between the lines is very slight, the spacing between words should be correspondingly thin. On the other hand, a combination of wide type, open-spaced letters, and heavy leading calls for wider spacing.

A Manual of Style, p. 7. University of Chicago Press. Eleventh edition (1949).

The difference between light and heavy leading in a publication is usually subtle, no more than a point or two. The wide spacings shown on the right side of the Wikipedia illustration are only used for drafts or proofs, to leave room for a proof-reader or editor to make corrections between the lines.

In ‘The Funeral Pyre’, the implication is that the newspaper is trying to make a limited amount of material fit the available space by increasing the spacing between the lines. This suggests that the report arrived so recently that there was no time to rewrite it to make it a better fit before going to press.

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