Leak under cold water handle
So you have a handheld spray, which in turn means you should have a total of 5 holes in your tub deck.....
spout, hot valve, cold valve, diverter valve, spray hose.
Does it leak when you run the tub spout or when you run the handheld?
Most likely cause for leaks I would say are the handheld spray connections, or any braided supply connections underneath that were bent too tightly and kinked. Usually those are between the valves and the diverters, but it depends on what brand you buy. Some come with nothing, and you have to make the entire assembly out of copper or whatever else you have in the rest of the house.