If you do decide to go with a coiled ankle or calf leash, I recommend a leash with the molded swivel to coil joints. That's the strongest method at the common failure point of a coil leash.
Another weak spot is a calf leash slipping right off your leg. I learned that lesson back in my Sup days. A coiled calf leash is more tidy in the bucket than a coiled ankle leash, but if you ever get pulled, a calf leash is coming right over your foot in an instant.
That's extremely unlikely in a ski - most downwind falls are low speed, basically just rolling over when you can't quite stay upright. A ski ripping the leash off your leg is very unlikely.
But I did drop a paddle after a downwind wipeout, using a coiled ankle leash. I had to swim to it, dragging my ski behind me. Not fun. I had to sprint to get to the paddle before more white water came thru - or all was lost.
Tangled coils in my footwell is why I switched to a waist leash. A leg leash wouldn't be as much of a distraction now that I have more experience. A calf leash is fine, but not as bulletproof, or comfy in the footwell.
I had a few Epic leashes break under that wad of shrink fit covering the joint. I'm surprised Epic still uses that cheap construction on a leg leash. Lighter and cheaper yes. That poly coil is folded over and tied up in a big wad, then covered with shrink wrap.
IMO, it's fine for a wrist paddle leash, you can see it on the Mocke photo.
But a boat attachment? Yikes. That folded over part is the weak spot and it gets weaker with age.
mockepaddling.com/products/life-line-calf-leash
www.epickayaks.com/product-page/paddle-leash
Here is another problem to be ready for if you use a wrist leash. It also shows some significant tension on the boat leash. Use a good molded swivel leash. When things start to go wrong, the smallest detail matters.
This is a video in my early ski days, fussing with a coiled leg leash. I had a shoulder issue back then, so I could only enter from the right side. So, I was flipping the boat. Everyone should learn that - if you are stronger on one side or the other.
Now that I have a wrist leash, I swim around to the right side. You also need to be aware of not tangling the waist leash in the rudder as you go around.