I'm pretty sure he was djing at some club and Leona happened to be there. I'd love a collab between these 2 tho.
Yeah that happened a few weeks ago in Vegas, but he tweeted yesterday that he had a 'great session' ie studio session with Leona and Autumn Rowe (songwriter, works with Leona a lot), so they definitely did something together.
This was the last dance song Autumn and Leona did together, with a little stolen work from Avicii.