A thief/rogue character can get a quest from the thieves guild in Ishad N'hahaha to prove that there are leprechauns. This might make you think that you need to catch the leprechaun or kill him but actually you don't need to do either. On the far side of the sphynx pyramid proof will be found to satisfy the quest. So that's the deal with the leprechaun.
Wyv
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