So my friend has a band and he promoted me from just being a normal sub. But when he's not around I can't do any challenges or anything. I thought in this version you wouldn't need a leader anymore. Because when I join challenge,Band Challenge, Tour it says you can't access this without the leader. So I basically can't do anything besides go to the rock shop..... ><

While it is true that there is no "band leader" like in RB1, the band is still saved under the band creator's gamertag.  Thus the person starting the band has to be logged in for you to access it, even if you just want to play by yourself.  This isn't a problem when the band creator's account resides on the same system you are planning on; you just log him into a separate controller.  Over Xbox Live, I would imagine it only works if he's online and invites you to join him.