A police cordon sealed off the apartment in Spain where three members of a British family were found dead.
A man, a woman and a young woman, believed to be their daughter, were discovered in the property in Mijas, Fuengirola, by their landlord.
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It reportedly threatened attacks on planes "flying from Heathrow to the US" across the July 4 US Independence Day holiday weekend.
Accompanied by the Duke of Edinburgh, the Queen will attend the opening ceremony of the fifth session in the Holyrood chamber.
Ms Leadsom has received the backing of Ian Duncan Smith, the former work and pensions secretary.