A more commonly used phrasing is, "Who are you led by?" Could this be an alternative answer?
This answer reminds me of the non-existent rule of "never end a sentence in prepositions," which may be why Duolingo offers that one (with "whom"!) as the default?
Yes, I believe so. Although it isn't what it means word-for-word, it still means the exact same thing.
Why is oleh not needed here?
How would "you lead who?" be written?