Realistic leukemia analysis on microscopic slides requires a system that localizes, classifies, and performs WBC morphological analysis. While deep learning has advanced medical imaging, leukemia analysis is hindered by the lack of a large, diverse dataset. Our contribution here is twofold. First, we present a large-scale Leukemia dataset collected through Peripheral Blood Films (PBF) from many patients, through multiple microscopes, multi-cameras, and multi-magnification. To enhance explainability and medical expert acceptance, each leukemia cell is annotated with 7 morphological attributes, ranging from Cell Size to Nuclear Shape. Specifically, we used two microscopes from two different cost spectrums (high-cost: HCM and low-cost: LCM) to capture the dataset at three magnifications (100x, 40x,10x) through different sensors (high-end camera for HCM, middle-level camera for LCM, and mobile phone camera for both). Our dataset has 2.4k annotated images per resolution (in both HCM and LCM), with 10.3K cells annotated for 14 WBC types and 7 morphological properties. Secondly, hematologists typically annotate only well-spread, non-overlapping cell regions within small fields of view (FoV), leaving larger FoVs unannotated. Models trained solely on these annotated areas underutilize available information. To overcome this limitation, we present a novel method for training object detectors using sparse annotations. Along with this, we present a second dataset Leukemia-Sparse-Attri dataset. Curated at 40x FoV, this dataset consists of 1546 sparsely annotated microscopic images, and 185 fully annotated images (used for testing). From explainability to overcoming domain-shift challenges, presented datasets could be used for many challenging aspects of microscopic image analysis.