Could you please help me understand the difference between a engine leakage test, and engine compression test?
The compression test checks for individual cylinder pressure with the engine spinning at very low rpm.
The leakage (leak-down) test uses an external air source to pressurize one cylinder with all valves closed. The pressure is initially set at a given amount then observed over time to measure the pressure loss.
Both tests are relatively inexpensive methods to check for engine health without extensive disassembly.
From your initial post it appears your car's engine is releasing compression into areas of the engine that do not normally see pressure. This may be seen as oil in the coolant and/or coolant in the oil. If the compression loss is from valve seating problems then a new head gasket would not solve the low compression situation.