Hi Sebastian,
Currently the source entity for both Customer Journey and Segment could be only Contact entity, but it is possible to send marketing email to other mailbox of other entities.
You could take workaround below as reference:
1. Create a lookup field for Contact entity, the target record type is "Lead".

2. Create an on-demand workflow to generate associated contact record for selected lead.(Just association, not qualification.)


3. Run the workflow on selected lead.

4. Check associated contact of lead:

5. Create a segment to collect these contacts.
6. In marketing email, change To field to:
{{contact.contact_lead_new_unqualifiedlead.emailaddress1}}
with assist-edit tool

7. Then marketing email will be delivered to lead mailbox, we need to check interaction data of lead in (associated)contact > Insights.

Regards,
Clofly