We use the phrase "not least" to emphasize the importance of a particular aspect or situation.
Example:
Mike is an excellent player, not least because he is always willing to put in the time and effort to improve his skills.

We use the phrase "least of all" after a negative statement to show that it applies to a particular person, thing , or group, more than any other.
Example:

None of us goes to church, least of all Mike. He's a Muslim.

In the pictures below, you will find some more examples that will help you to better understand how to use these two phrases.

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