Leonardo CDC handshake signals

Ok, on older boards with FTDI chip, those signals did exist as part of the USB/Serial interface, and folks wrote software that let the pins be used.
Now, the USB/Serial "conversion" goes on inside the '32U4, and the signals do not come out.

If you want to use the Serial port and have those signals created to look like a full-fledged COM port, I think you will have to write the equivalent of a driver to make them do whatever they do. Perhaps search in the Playground for prior efforts that you can work from.