Device R3 and R4 will not learn each others loopbacks. Nor will device R5 and R6 learn each others. This is because they share the same Autonomous System and have learned that prefix via the Spine. This is a BGP loop prevention mechanism and is expected behaviour. If you want to have traffic to pass freely between these devices, change the device autonomous system value for the 4 leafs in the host_vars directory to ensure that all leaf devices have unique ASNs. i.e.:
R3: 65003
R4: 65004
R5: 65005
R6: 65006
My name's John McGovern, I maintain a Youtube channel called IPvZero and I am trainer for CBT Nuggets. I create instructional videos on Python Network Automation.