There is a tool for finding leaks, it is called quite simply "Leak Tracing" tool. You can find it in the menu, or as a button from the geometry check tool interface. It will highlight the path of the leak for you.
The tubes I used were from SolidWorks 2014. I decided to redesign them because maybe there was an issue with the conversion. The new tubes work fine.
Is there a baffle on the end that is hidden? It looks like the tubes empty into the shell compartment.
I've run dozens of simulations with heat exchangers, many of which had tubes. Here's a couple things to check:
1.) Have you used the check geometry tool? Inside that tool you can check the fluid volume. I often do this for one circuit at a time to make sure that they don't overlap.
2.) How do you know it's leaking? If the simulation will run, you can apply a surface goal for flow rate to the inlet and outlet for each circuit (it's good practice to do this anyways) and make sure that in=out. Sometimes the flow lines cross over into the other circuit, but that's a graphics issue as the flow rate surface goal indicates that it's not crossing.
3.) A lot of the time the geometry has to be absolutely perfect. Have you tried saving your assembly as a part? I have better luck with that a lot of times.
Hopefully this helps!