I don't know whether we're related, but it sound like we might be. My father is John Leonnig who is the son of Ralph Leonnig. His father was Henry Leonnig who is the son of Arnst Leonnig, who first came to America in the 1800's I believe.
In any case, my great, great grandfather Henry married Celestine Relling (a Catholic). Consequently, he was supposedly disowned by his father who spelled his last name Loennig. Apparently they were both equally stubborn. That side of the family were also Protestants.
For some reason, I've heard we had relatives in South Dakota and Frederick may have been Arnst's brother. But whether that's true or not, I don't know. They're been many spellings of our last name over the years. If we're related, we're supposed to be from a city called Grafenheinichen in Germany, near Berlin I believe.
I'd love to hear from you if you get this and think there might be any possibility there's a link.