In my experience (which isn't that much!) training to 'toilet' on the lead can be as difficult as house training. It can also be confusing for the dog, as you send him away from you (outside) and encourage him to toilet and don't allow him to do it inside the house (which he will probably associate as being in front of you). For this reason, dogs can be slow at toileting when on the lead in front of you.
However, you have no choice but to persevere and give loads of praise when he eventually does do it. Have you tried keeping the lead on when you get home and back in the garden - that way he learns it is acceptable to toilet in front of you, but only in certain areas? i.e. The garden.
You can also use words to prompt toileting. I say "Be quick" (a friend says "Be clean") and I can now get my dog to almost wee on command! which is handy if we are about to get into the car or I want her to wee so I can go out and leave her home alone knowing her bladder is empty.