Use lead on the first llama following the merchant (did not look like it was rendering a lead to the traveling merchant, but was still following him), the llama could not be lead anywhere (but the following one could be). when right clicking to remove lead, no lead was dropped. lead was dropped but was invisible in inventory. Right clicking the following llama with the appearing empty itemslot attached a lead to it.

putting an itemstack into the appearingly empty itemslot causes lead to reappear