@STEF944 : Do you check the road order before the stages? Since in Rally everyone is starting the stage one after another, if you are actually the first one in your class to start a stage, the progression bar will not be able to show the "Class leader" times for this stage in comparison, because there is no time to compare to yet.
You can check the road order in each service and it should show before each stage when your car is shown on the starting line. Keep in mind that if you are driving in the supporting classes (for example WRC2) and your road order is something like 11/76, you might still be the first of your class to start, but 11th overall, since it usually goes something like WRC -> WRC2 -> JWRC -> Historics etc.
Check the road order the next time you play and see if it helps to clear this issue up or if the class leader is still missing even when running later in your class.
Hope this was understandable enough, if you speak German I could translate it as well if needed.