Congrats on Max! Good on you for rescuing the little guy ^^ we need pics!

About wet food, what kind of dog food are you feeding him? Some kibbles just tend to be way less palletible, OR he could've only been fed canned/scraps at his former home and just doesn't like kibble, OR he's doing it because he knows he can! Is he underweight? Most people feed canned with kibble for puppies or to put weight on and adult. Canned actually has better ingredients/more meat than kibble, but it is more expensive.... other than that, it isn't unhealthy for him to eat only canned, as long as he gets teeth brushing/chews to keep his mouth in shape. Make sure he's getting a good quality kibble (NO corn, NO by-products, NO soy, meat as first ingredient), and if this does bother you, you could just cut him off from canned and only give him kibble... dogs will not starve themselves. You can try lots of alternatives to add to his kibble, which will still be healthy. Soak it in broth or warm water, mix it with bits of meat, mix it with pulped veggies, a raw egg, etc.

About the leash, a leather leash might discourage the chewing. You could get a cheap leash and rub tabasco on it, or bitter apple. He could also just not be used to having a leash on... as long as you're watching him, you can get him used to it by just having it on him and letting it drag indoors.