Can't tell but it wouldn't be a surprise.
A source close to Bailey told bundesliga.com that he is eligible for England through ancestry...
Could as well be his adoptive father helping Bailey land a big move to a PL club (Leon expressed his desire to play in the PL before). With what I've read about them it's probably best to take this claim with bags and bags of salt. He's Jamaican though. So it's possible a grandparent also had a British passport. Seeing they're angling for a transfer it's more likely the claim was made up.
German citizenship takes 8 years so that's most likely off the table. IIRC August 2020 would be the earliest he'd become eligible for Belgium (as long as the residence requirement is still being fulfilled). I doubt he joins Belgium in the end.