Most reviewers just seem to do a visual of test leads and speculate.
The safety standard for test leads and probes is 61010-031. There's a whole slew of tests. Some of them include:
5.3 Durability of Markings Test
6.3.1 Voltage, Current, and Capacitance Test
6.6 Voltage Test (humidity preconditioning, tin foil wrap, 1min. hi-pot 600-1,000V gets 4,400VAC reinforced ins.)
6.7.4.1 Pull Test (double 10N/mm^2 pull)
6.7.4.2 Flexing/Pull Test (5,000 times 10N/mm^2 pull)
6.7.4.3 Rotational Flexing Test (500 times)
6.7.5 Insulation of a Probe Cable
8.1 Rigidity Test (3 times, 20N 12mm hard rod poke)
8.2 Drop Test (3 times, 1m drop)
8.3 Impact Swing Test
9.2 Temperature Test (run at rated current)
10.1 Maximum Ambient Temperature Test
I would look for the cheapness - skinny copper wire, short length, and crapola plating at the connectors/probe ends. Cheap plastic insulation and bad seams.
The rated-current test with checking for hot spots or melting plastic is very revealing. Hobby use, it would still be nice to know if the probe and wire insulation is decent.
Fluke testleads meet the standard,
Brymen silicone test leads BL21S2-T4SC don't mention any compliance. It would be important if you are an electrician working in Cat. III or Cat. IV environments.