I wanted to talk about who people think the leader of the Klaww Gang is. Obviously, an easy answer is Arpeggio; however, watching the Setup cutscene in Anatomy for Disaster kind of discredits this.
Sly says "And it wasn't long before the Klaww Gang took him on as chief inventor."
Took him on. He didn't create the Klaww Gang; it already existed and they hired him to be their chief inventor. So who could the leader be? Neyla? It's clearly not Dimitri... perhaps it's Rajan, who created it to transport his spice around the world, with other ventures cropping up with time. Jean Bison is also not likely, as he just really wants to "tame the north," not necessarily transport spice around the world; that's just how he gets funding. The Contessa also seems like a secondary member; yes, she discovered what light patterns best hypnotize those under the influence of spice, but her contribution is additive rather than being a base for the gang's deeds.
So, I'm thinking Rajan. Any other thoughts?
(The line in question is about 40 seconds in... you can turn on subtitles if necessary, as I added them.)
Arpeggio may be the leader when Sly 2 takes place, but according to that one line, the Klaww Gang existed before Arpeggio joined. Perhaps it has been going for years, and this was the most recent incarnation.