Prova något sånt här (har inte testat det, du kan prova):
SELECT
projectdetails.ProjectDetailsID,
projectheader.ProjectID,
projectheader.ProjectName,
projectheader.Lead,
projectheader.StartDate,
projectheader.EndDate,
projectheader.Status,
projectheader.Remarks,
projectdetails.EmployeeID,
employee.Firstname,
employee.Lastname,
CONCAT(Lead.Firstname,' ',Lead.Lastname) AS Leadname
FROM
projectheader,
projectdetails,
employee,
employee as Lead
WHERE projectheader.ProjectID = projectdetails.ProjectID
AND projectdetails.EmployeeID = employee.EmployeeID
AND projectheader.Lead = Lead.EmployeeID