there's no lead in modern dyes.
it lends no use to the process.
there may be very minor trace amounts, but trace amounts exist in everything.
part of the textile defense was that modern dyes aren't cut with lead anymore.
but, feathers fall under the "natural" products category, and are exempt, only if untreated, because the law hasn't covered every nook and cranny. that stipulation pertains more to wood toys that are painted... and such.
contact the CPSC... if enough of you make noise, it's looked into. i don't know more than that, right now, regarding feathers.