I wouldn't worry about the leaves turning at this point, but is that cutting as small as it looks? Small ones can be difficult to root. I wouldn't water, but I would move the rocks away so the cutting doesn't get burnt. What zone are you in?

I would also take it out of full sun and give it partial / dappled sun or no direct sun depending on where you live - it wants the warmth but can't do much with the full sunlight yet. It can vary on the time it takes for roots to grow but I would say 3 weeks is probably close to the minimum amount of time, can take longer though for sure.

Since I could not stop bothering mine in pots I followed others' examples and started using clear water bottles, Gatorade bottles, etc, just drilling holes in the bottom for drainage and that way you can see when they root.

If the base of the cutting feels good (firm) and doesn't have discoloration it's probably fine. Sometimes they have rooted before they send out leaves.

Please let us know how it goes!