Are you allowed to make a new evolution for their line? Say I want to make a new addition to the Leonidas evolution line called perhaps Sigma Leonidas, is that legal and if so, will his back story have to do with how he evolved?
Yes, you are allowed to in my opinion. First, there is no rule saying you cannot, second- someone did a similar thing and there were no objections and third- there were no updates saying you cannot. Have fun creating it in the future.