I thought that the leaves were there already. But you had to add them, and therefore I have the suspicion that your male transferred the larvae somewhere unser the leaves. They like such places because they are used to them. In a tank with a photocanister only this is a suitable cave, but when leaves are added later on there are suddenly much more natural “caves”.
One should not use a thick layer of leaves everywhere on the ground if one is interested to observe the behaviour. Just a few here and there will help the young to hide; that’s enough.
I don’t think that the young have been eaten; they probably will appear some weeks later, a little grown already. But leve the canister. The pair may use it for its next clutch. Often, the most beloved caves are small heavy pots specifically made for other samll fish that rest on the ground. But Paros look for caves in the whole space from the bottom to the surface.