They do wind Leo up, being extreme and unchangeable (4-2-3-4)
I believe the answer is:
dyed-in-the-wool
'extreme and unchangeable' is the definition.
I can't judge whether this defines the answer.
'they do wind leo up' is the wordplay.
'up' indicates anagramming the letters (letters get chucked up).
'they'+'do'+'wind'+'leo'='theydowindleo'
'theydowindleo' anagrammed gives 'DYED-IN-THE-WOOL'.
'being' acts as a link.
Can you help me to learn more?
(Other definitions for dyed-in-the-wool that I've seen before include "Inveterate - they do lie down (anag)" , "Extreme or unchanging in attitude" , "(Overly) traditional" , "Unchanging in a particular belief" , "Fixed and uncompromising" .)