I've been wondering if it's best only to give your dog 2 choices: either strictly walk at heel anytime the dog is on the lead or off the lead free to explore (within reason of course). Or is it also fine, maybe even good, to have a third choise: on the lead, but loose lead without being strictly 'at heel', in other words: on the lead, but free to move about so long as the dog isn't pulling. Or does that give mixed messages?
This is really just down to personal choice! If you're teaching a 'heel' cue then technically that will apply regardless of whether you're using a leash, and your pup would be free to walk less 'perfectly' if you hadn't given your cue. However, if the leash always is accompanied by a 'heel' cue that may be easier for your pup to pick up quickly - totally your call!
I think its fair to say that no other cue causes quite so much confusion in dog training as the heel cue! In my view it is simpler to teach a dog to walk to heel off leash first, and then add the leash which functions as another heel cue. As my leash is a ‘heel cue’ I wouldn’t want a dog wandering about on a loose leash. But I know others that are quite happy with that As Sammie says, personal choice is important here. You need to figure out what you expect from the heel position, and what cues you want teach your dog. And then apply that consistently.