The ability that defines Veteran Warleader's power and toughness works in all zones, not just the battlefield. If Veteran Warleader is on the battlefield, it will count itself.

To activate the last ability, you can tap any other untapped Ally you control, including one that hasn't been under your control since the beginning of your most recent turn. (Note that ability doesn't use the tap symbol.)

You choose which ability Veteran Warleader gains as the last ability resolves, not as you activate it.

Vigilance matters only as attackers are declared. Giving a creature vigilance after that point won't untap it, even if it's attacking.