At (GitHub - ninjablocks/433Utils: 433Kit is a collection of code and documentation designed to assist you in the connection and usage of RF 433MHz transmit and receive modules to/with your Arduino and Rapberry Pi.) receive demo example says interrupt 0 => that is pin #2, but instead it only works at pin #3
That example simply calls the device "Arduino". Without a specific type that usually means "Arduino UNO" and on that type interrupt #0 is on pin 2 but on the Leonardo interrupt #0 is on pin 3.
Is it possible that you assumed some other stuff from a description meant for the UNO and therefor did it wrong for the Leonardo?
Post the code you actually use (don't forget the code tags!) and provide a wiring diagram of your setup.