How can I construct a thesis statement speaking to how black leaders are a contributing factor in social change?
There are several ways you can go about this. For a start, you might want to narrow your thesis somewhat to choose a specific group of black leaders, such as black female writers or black mayors or black members of Congress. Another possibility is choosing a small number of black leaders who have been particularly influential. Also you might want to focus on specific forms of change.
For example, you might argue "Barack Obama, and other black leaders who understand the devastation guns have wrought on black communities, are finally taking the initiative in standing up to powerful gun lobbies." If you used this as a thesis, you could then give supporting evidence concerning the effect of gun violence on young black people (especially male) and talk about what black leaders are doing to help prevent it and change the social mindset that allows gun violence to continue at such exceptional levels in the United States.
Another possibility might be to look at the role of black churches in the Civil Rights movement, and how black religious leaders have been central to many of the important movements that have affected the lives of black people, being leaders in the fight against gangs and drugs and advocates of education, stable families, and not just civil rights but economic equality. For this, your thesis statement might be "Black religious leaders such as Martin Luther King have been a force for social change in the United States since the nineteenth century."
Another possibility would be to look at black business people. For example, Ursula Burns of Xerox is currently the only black female leader in the S&P 500, but there are many other ambitious and entrepreneurial black women in business. It might be possible to create a thesis that "Black women's traditional positions of leadership in the community, including schools and churches, have led them to develop a unique leadership style combining compassion, social awareness, independence and strength, making them well-positioned to transform corporate cultures."