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My guy has the perk that implies it is needed to be a squad leader, yet every time I select it, he just reverts to solo. :-s
What's going on?
Since no one else answered this, I will, since I figured it out.

You have to drag the second persons portrait onto the first and so on.
When you do that, the first guy is automatically set as leader and you can change leader via normal dropdown.


I gotta say that they work MUCH better when in squad, then just all escorting mothership!