I have DC at LU and G&L (never applied to LEH though).
They are both fantastic schools. LU feels like a distinctly bigger school though, as there are 180 in a year rather than 120. It took mine longer to settle into LU and be really happy there. There very few drama opportunities in the lower school, unless you’re literally phenomenal. It does get much better as they move up the school, but it definitely takes them longer to find their “thing” and feel recognised for anything. It’s not just me who would say that, it’s a fairly common feeling in the school. Having said this, the curriculum is fantastic. It’s a very liberal, outwardly-focused school. Also they do “Activities Week” every June where the school closes for the week and they all go off on their choice of amazing trips! I’m super grateful to the school for all the opportunities my DC has, but it was a bit rocky (socially not academically) in the early years there and it takes longer for them to feel “known”, if that makes sense?
There’s not much homework in Year 7 in either school. LU don’t even if summer exams in Year 7.
G&L is more nurturing and calmer. For instance, if they do a particularly good piece if work, they get to take it to the head, this kind of thing. They don’t do that at LU ever. All Year 7s do a Xmas show, but they don’t do main parts and all this business - last year it was “Charlie and the Chocolate Factory” and each of the five classes did one scene each. At LU, the parts are taken up by older children and there’s a definite “drama group” and that’s it. There is a “Year 7“ play at LUvwhich the A-level drama students organise, but it tends to be quite chaotic.
The two schools do some joint orchestral concerts . Music is fabulous in both. There is only one choir you can audition to be in at LU, called the “Consort Choir” and there’s about 5 basses, 5 tenors, 5 altos and 5 sopranos in this, no more. You have to be invited and it’s from Year 10/11 upwards. Otherwise, it’s the main choir which is big and anyone can join. There a lower school boys and a girls choir that you can join without audition. At G&L, there’s a Year 7 choir they can all join, and then I think a few choirs you can audition for from Year 8.
In Year 7 at G&L they do Food Tech sessions, rotating with Design Tech which is fun.
LU has the amazing sports centre that’s more like a health club. Families can join for a low monthly fee and use it at weekends and evenings, I think.
G&L have slightly better GCSE results and A-level. I think last year or the year before they got 98% 9-7 grades and were second only to SPGS which got 99% 
It’s ridiculous. G&L is also the joint top school in the world for IB results. But it’s all much of a muchness.
But LU also manages to strike a good balance between being academic and no massive pressure. My DC got all grade 9s at GCSE and was nothing exceptional there, by any means. Very average in fact.
Anyway, they are both fabulous, but I guess you just have to go with your gut feeling.
Sorry for the essay 