doesn't each clan has a leader or head of clan? if yes, that is still a leader even if it is stateless.

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Not all clans did have a stated leader, and some only did for purposes of war.

I see. How are they thriving? Do they still exist today? If not, what led to the demise of this type of structure and what challenges they faced?

Very rare these days. Nation-states have subsumed most tribes behind arbitrary borders.

I've seen tribes in the Amazon but not sure if they still exist to this day. But they have leader and they made an agreement with the local gov't so they can co-exist. They do trade outside their tribe too.