Were any of the early church leaders Gentile converts to Christianity?
The short answer seems to be yes. But a secondary question comes into play here. What sources is one willing to accept?
According to Catholicism, there are some examples of Gentile converts who went on to become Church leaders such as Bishop and others positions of authority.
Let’s start with the Passion of Our Jesus Christ and those who crucified Our Lord on the day Our Lord died.
According to Blessed Catherine Emmerich, the Abenadar was the centurion who was in charge of the Roman soldiers who crucified Jesus on the Cross. Abenadar changed his name to Ctesiphon when he converted and eventually went on to become a bishop and worked in the evangelization of Spain. His feast day is celebrated on April 1st in the Roman Martyrology. He is also celebrate as one of the Seven Apostolic Men who were sent by the Apostles to evangelize Spain.
According to Christian tradition, the Seven Apostolic Men (siete varones apostólicos) were seven Christian clerics ordained in Rome by Saints Peter and Paul and sent to evangelize Spain. This group includes Torquatus, Caecilius, Ctesiphon, Euphrasius, Indaletius, Hesychius, and Secundius (Torcuato, Cecilio, Tesifonte, Eufrasio, Indalecio, Hesiquio y Segundo).
Saint Ctesiphon (Spanish: San Tesifonte, Tesifón) or Ctesiphon of Vergium is venerated as patron saint (besides Mary, Virgen de Gádor) of Berja, Andalusia, southern Spain. Tradition makes him a Christian missionary of the 1st century, during the Apostolic Age. He evangelized the town of Bergi, Vergi(s), or Vergium, identified as Berja, and is said to have become its first bishop, but the Diocese of Vergi was probably only founded around 500.
Ctesiphon's relics purportedly lie in the catacombs of Sacromonte Abbey in Granada, along with those of Caecilius of Elvira. - Seven Apostolic Men (Wikipedia)
Here is what Blessed Catherine Emmerich tells us about St. Ctésiphon:
Ctesiphon, the centurion who had assisted at the Crucifixion, and that she had seen during the night various particulars concerning his life. But she had also suffered greatly, which, combined with exterior distractions, had caused her to forget the greatest part of what she had seen. She related what follows:
Abenadar, afterwards called Ctesiphon, was born in a country situated between Babylon and Egypt in Arabia Felix, to the right of the spot where Job dwelt during the latter half of his life. A certain number of square houses, with flat roofs, were built there on a slight ascent. There were many small trees growing on this spot, and incense and balm were gathered there. I have been in Abenadar’s house, which was large and spacious, as might be expected of a rich man’s house, but it was also very low. All these houses were built in this manner, perhaps on account of the wind, because they were much exposed. Abenadar had joined the garrison of the fortress Antonia, at Jerusalem, as a volunteer. He had entered the Roman service for the purpose of enjoying more facilities in his study of the fine arts, for he was a learned man. His character was firm, his figure short and thick-set, and his
complexion dark.
Abenadar was early convinced, by the doctrine which he heard Jesus preach, and by a miracle which he saw him work; that salvation was to be found among the Jews, and he had submitted to the law of Moses. Although not yet a disciple of our Lord, he bore him no ill will, and held his person in secret veneration. He was naturally grave and composed, and when he came to Golgotha to relieve guard, he kept order on all sides, and forced everybody to behave at least with common decency, down to the moment when truth triumphed over him, and he rendered public testimony to the Divinity of Jesus. Being a rich man, and a
volunteer, he had no difficulty in resigning his post at once. He assisted at the descent from the Cross and the burial of our Lord, which put him into familiar connection with the friends of Jesus, and after the day of Pentecost he was one of the first to receive baptism in the Pool of Bethsaida, where he took the name of Ctesiphon. He had a brother living in Arabia, to whom he related the miracles he had beheld, and who was thus called to the path of salvation, came to Jerusalem, was baptised by the name of Cecilius, and was charged, together with Ctesiphon, to assist the deacons in the newly-formed Christian community.
Ctesiphon accompanied the Apostle St. James the Greater into Spain, and also returned with him. After a time, he was again sent into Spain by the Apostles, and carried there the body of St. James, who had been martyred at Jerusalem. He was made a bishop, and
resided chiefly in a sort of island or peninsula at no great distance from France, which he also visited, and where he made some disciples. The name of the place where he lived was rather like Vergui, and it was afterwards laid waste by an inundation. I do not remember that Ctesiphon was ever martyred. He wrote several books containing details concerning the
Passion of Christ; but there have been some books falsely attributed to him, and others, which were really from his pen, ascribed to different writers. Rome has since rejected these books, the greatest part of which were apocryphal, but which nevertheless did contain some few things really from his pen. One of the guards of our Lord’s sepulchre, who would not let
himself be bribed by the Jews, was his fellow countryman and friend. His name was something like Sulei or Suleii. After being detained some time in prison, he retired into a cavern of Mount Sinai, where he lived seven years. God bestowed many special graces upon this man, and he wrote some very learned books in the style of Denis the Areopagite.
Another writer made use of his works, and in this manner some extracts from them havencome down to us. Everything concerning these facts was made known to me, as well as the name of the book, but I have forgotten it. This countryman of Ctesiphon, afterwards
followed him into Spain. Among the companions of Ctesiphon in that country were this brother Cecilius, and some other men, whose name were Intalecius, Hesicius, and Euphrasius. Another Arab, called Sulima, was converted in the very early days of the Church, and a fellow countryman of Ctesiphon, with a name like Sulensis, became a Christian later, in the time of the deacons. - Blessed Anna Katharina Emmerick: The Centurion
For those of us that have watched the Mel Gibson’s The Passion of the Christ the centurion at the crucifixion of Jesus was indeed named Abenadar.
There are certainly many more Gentile converts who were Church leaders in the Early Church, but who’s names have been lost to history. A little more digging and I am sure history will reveal many others.

St. Ctesiphon von Vergium