I'm not an expert here but it seems to me that you're possibly dimensioning in MS.
Wait until you get into PS before adding leaders and dimensions. Then, if you use the "dimension" toolbar, you get a visual readout of the dimstyle scale to compare with the window scale and you can fix the dimstyle every time you change the window, regardless of the scale.
Go into "format/dimensionstyles" first to set up how you want things to appear. The leader arrows will all have the same size in PS regardless of the actual dimension or window (unless you override)
Hope this helps.