If the legrand dimmer 400w - pro21 can function with led dimmable light "philips master led spot "

Here (main three links) possibly, but spares are not listed anywhere, and their main business appears to be Gazebos! My first thought was return it under warranty as LED units are supposed to have a life of 7 to 10 years.

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If it is the falling edge type of dimmer and the lamps you wish to use are dimmable, yes.
Otherwise no.

Your lamp is a three level dimmer as opposed to a 3 position switch.

The 3 level dimmer chops the voltage where as the 3 position switch powers 2 separate filaments (50, 100) inside the bulb either separately or all at once.

The 3-way bulb should not be necessary for an electronic 3 level dimmer. Any incandescent, or dimmable CFL or dimmable LED bulb should work.

If your fan has a dimmer function, then make sure you have dimmable led bulbs (not all LED bulbs are dimmable).

There are two things coming into play here; the lamps and the dimmer(s).

First; LED and CFL type lamps that are to be used on a dimmer switch - must be identified for that use. Looks for the word dimmable on the packaging or bulb itself. These lamps are generally a little more expensive than their non-dimmable counterparts. If it does not indicate it is dimmable, then it isn't - and should not be installed on a circuit controlled by a dimmer switch.

Second; a dimmer switch that will be used to control LED and CFL bulbs (that are identified for use with a dimmer) must also be identified for use with dimmable LED and CFL bulbs. Again, these dimmer switches will be identified for this use and will cost more than those that work with standard filament type bulbs.

Lutron has dimmers for your circuit called a "C•L™ Dimmer" and supports Incandescent / Halogen, Dimmable Compact Fluorescent (CFL) and Dimmable Light Emitting Diodes (LED) type lamps. have a look here:
Lutron Maestro Dimmer and Switch Models

Also, be wary of the total load (wattage) of the lamps being controlled. If you have multiple dimmers in the same box, derating of the switch's wattage capacity (due to increased heat) will be required.

Sorry we have no part locating services here at this website.

It's not quite that simple..

According to the manual for your switch, it is stated "Use with magnetic low-voltage transformers, incandescent, or 120V halogen fixtures only." Also, there is a minimum load of 40W or 40VA. Your LED lamp load will need to satisfy BOTH of these requirements. Electronic circuits are not to be "dimmed" with this dimmer - but use of either the VZE04-1L (400W max) or VZE06-1L (600W max) is supported.

You will need to provide the manufacturer and model number of the LED lamp(s) to be dimmed by this switch. Or, you can use traditional dimmers (if desired) with LED lamps that are specifically labeled as "dimmable" on their packaging.

Once the lamp model is known it will be possible to learn about their dimability assuming that they are not cheap imports with no real customer support contacts. Name brand lamps will have this support, and you can even call them yourself and inquire directly about the suitability to task for the dimmer. If the lam company doesn't know about the switch, contact Leviton with the lamp info at Customer Service: 1-800-323-8920 • FAX: 1-800-832-9538 Tech Line: 1-800-824-3005

Good luck!

Yes this is not unusual. Any triac conrol device must have a load large enough to turn it off. I have some switches operating compact flourescnts that do the same thing. My cure was to add one incandescent lamp on same switch, and my load devices work fine too.