I personally would not chance carrying the Leatherman on the plane. I would check it. Realistically, you're not going to need the Leatherman on the plane. I also wouldn't carry the lighters, even though they are allowed I think. Generally, I do like the idea of assuming your baggage is lost until proven otherwise.

I once learned the hard way. I was traveling to Colorado for snowboarding and had a connection flight in some freezing city in Utah. I missed my connection and had to spend 24 hours in the airport. I was allowed to sleep in the airport, but they turned off the heat at about midnight. (If I had to go through it again, I'd get a hotel room and send the airline the bill.) It was a good thing I was wearing some of my snowboard clothing. I also had a carry-on with more stuff in there like a toothbrush, etc. It was pure luck that I was prepared because I was not expecting to have to sleep in a freezing airport. When I got to Colorado, they lost my luggage, probably because of the missed connection. I spent another 24 hours without the rest of my stuff, including my snowboard gear. Since then, I haven't been too excited about traveling long distances to go snowboarding.

If you have a connection in a cold city, prepare for dealing with cold weather.