Fuzzy integument is still contentious for ornithischians (and unlikely IMO).
Doesn't *Tianyulong* show that it can happen?
Even if it turns out to be true for a few species, it seems more likely that it was an independent development rather than an inherent character (i.e. not feathers).
Given pterosaurs, saurischians, and *Psittacosaurus*, it might well be a symplesiomorphy. (*Psittacosaurus* shows that "quills" don't need to cover the entire body, so I'm not saying the first ornithodiran was fuzzy all over!)
As for autotomy, it's not really an issue. [...]
OK.
Another possibility is that Leaellynasaura might have been arboreal, and the tail may have been used in a semi-prehensile fashion as seen in modern day green iguanas.
The anatomy of the tail and the rest of the body make that very unlikely, AFAIK.