Yes, "would have led" is the correct tense to express a past hypothetical. Another example:
Amateur historians often speculate that a few minor advances in metallurgy would have started the Industrial Revolution during the Roman Empire, but the truth is that great many scientific advances had to happen before things like steam power became practical.
The rest of your sentences are good as well. "Would not have given him up" is exactly right.
(Edit) As Jim Reynolds mentions,
Robert could not let him live
should probably be
Robert could not have let him live
However this brings up an interesting nuance with this grammar. "Could not let him live" works fine, as it implies "within the previously mentioned or established hypothetical context". For example:
Robert Baratheon and Ned Stark would have known that, once they started their rebellion, they could not let any of the Targaryan children live.
However if you are using this context, then you should be consistent:
[In the context of a hypothetical civil war] Robert could not let him live, Ned would not readily give him up, and the entire North would rise to protect Ned Stark's sister's son.
Since this is convoluted grammar, it's often fine to be a little off. I didn't even notice any discrepancy until it was pointed out to me.