  We analyze linear McKean-Vlasov forward-backward SDEs arising in
leader-follower games with mean-field type control and terminal state
constraints on the state process. We establish an existence and uniqueness of
solutions result for such systems in time-weighted spaces as well as a
{convergence} result of the solutions with respect to certain perturbations of
the drivers of both the forward and the backward component. The general results
are used to solve a novel single-player model of portfolio liquidation under
market impact with expectations feedback as well as a novel Stackelberg game of
optimal portfolio liquidation with asymmetrically informed players.
