I bought a nice leaper for my Xj8 and I'm willing to drill the mounting hole.
As my leaper comes with a safety-rope, I don't have instructions, how to mount this rope anywhere.

Is it fixated on the leaper's base or somewhere on the car structure ?

 

Funny you should ask...my leaper fell off yesterday. I was closing the hood after cleaning the MAF sensor and off it went. Seems the dealer did a stellar job on the repair and used epoxy to fix it. This was before I bought the car, and the records do show $85 for the repair.
Anyway, I scraped all the epoxy off both pieces and just got back from the hardware store with supplies to do it right.
So here is the answer:
The cable goes through the bottom of the leaper. The two ends then are fed through the hole in the base. There should be a spring and washer that go on from the underside, and then a crimp fitting that goes on the wire. Pull on the wire, push up on the spring and crimp while under tension.
Now, please forgive me as I do NOT have a new kit, but pieces of what once was...
I gathered this plan from looking at pictures of the kit and figuring out what would best work. Many smarter than me on this site, so I may stand corrected shortly

 

As I see it you have it right Drb007. Mine came off while closing the bonnet after detailing the engine bay for a car show the next day. The cable rusted at the crimp.
Since I could not do a car show with out the leaper, I used a plastic wire tie and pulled it thru the base of the leaper down the the spring and washer pulled the wire tie tight.
Lasted so far for a year.