Short Answer: Skort
Long Answer: Leggings with a skirt are called a skort.
A skort goes by many names which are used interchangeably. Here is an example of a skirt with leggings called a skort.
Websters Dictionary defines a skort as: a pair of shorts made to resemble a skirt (as with an overlapping front panel. But this definition needs to be updated. Snoga led the charge to creating leggings attached to a skirt. Chic wasn't too far behind. Now an athletic skirt with leggings attached is known as a skort.