Cutting leather is not just about the thickness - it's about the density of the leather as well. You can search "cutting leather" on the forum and find all sorts of users happily cutting and embossing a wide variety of leathers.
Since you are in the UK, I would suggest you send a sample to Dawn (after speaking with her first) so she can cut it and be sure that the machine will cut the type of leather you are using.
I don't think we have ever said that the click blade holder works better than the normal one - but it is user preference. What is nice about the click blade holder is that you have the ability to easily adjust the amount of blade that is showing with a "click" and not have to remove it and manually adjust the regular blade holder to get the same results. Many of us love the click holder for all cutting - others are committed to the regular blade holder. It is totally user preference and we all love having choices, right?!?