If you use the Google Map you will find a number of villages/towns in Poland that have Wielka as part of its name. Wielka in Polish means Great. Thus, Great Leznica. Leznica Wielka is near Lodz, Poland, where a number of Jewish Shtetls were located, the largest being in Lodz.
Because there are a number of towns with Wielka as part of the name, such as Solca Wielka, you will need more information to establish exactly which village is from where your Baldygas came.
I too am searching the Baldygas, but they were Catholic and from the Lomza region. A possible for you? There were a few shtetls around Lomza.