This is similar to How do I disable or hide the pink background on missing fonts, but the problem is I actually have the font, which is KG Tangled Up In You.
When the font is used with default leading, it appears fine in InDesign. When I change the leading at all, the substitute font pink background appears.
I know nothing about font design, but does anyone know why InDesign thinks I'm using a substitute font when I change the leading? When I turn off the substitute font warning in 'Preferences → Composition' (I'm using CS5), the pink background goes away. When I change the leading back to its default, it also goes away.