Initial step for splitting mp::connect into gui and engine.
Merge leader_list_manager with mp::connect.

The leader_list_manager was not too useful and didn't go well with the
changes of splitting the mp::connect gui and engine. Also, it was
accessing/modifying gui::combo directly, making it harder to maintain
the code.

mp::wait still uses leader_list_manager, because later mp::connect
should be used by both host and non-host players, making it unnecessary
to update mp::wait. However, if that won't happen, some duplicating
functions could be moved to some file, which could be accessed by both
MP screens.
Refactor leaders and genders set up (mp::connect).

Many glitches related to leaders and genders should be fixed with this
commit.