... So no, it's not confirmed canon, but it's heavily implied if you follow the logic chain.
Oh, I agree that the implications are there!
In particular, knowing that Lea created her Murdergarden to block Nevernever access -- and killed many attackers -- tells us that many creatures can waltz right across a threshold from the Nevernever; and therefore -- when Lea was herself present in the garden -- so to could the Leanansidhe.
What's more: when Mab had Lea "on ice," Mab was handling all Lea's "faerie godmother" obligations... so Mab herself was just a step from Harry's lab (this was, by the bye, the timeframe when the "mystery repair" to Little Chicago happened... food for thought ... ).