The lead sled when loaded with to much weight can certainly damage the rifle stock on heavy recoiling rifles. I personally have never used one but do know someone who owns one and uses it for his 375H&H. He said he put to much weight in it the first time and damaged the stock.
When I shoot my heavier recoiling rifles I use a PAST shooting systems shoulder pad. It slips over your shoulder and is a gel filled pad. That helps tame the recoil on my rifles and I am able to shoot the rifle more than I could before I had the pad. Also I can shoot it from different shooting positions like prone, sitting, kneeling, etc.