Dear Joachim: To my knowledge, perhaps not the dative lionis, but the word leo is often found in the Mithraic context, as you may know. If this is of interest to you, I think the best way to find it in this database is to look for people who have been identified as leo because of an inscription. Here is the link:
https://www.mithraeum.eu/persons.php?gra=4. Hope it helps!