/summon wandering_trader 0 100 0 {NoAI:True}

/summon trader_llama 2 100 0 {NoAI:True}

/data modify entity @e[type=trader_llama,limit=1] Leash.UUID set from entity @e[type=wandering_trader,limit=1] UUID

Poof! The trader llama vanishes!

This does not happen when I set the UUID from @p