What would be an evolutionary pathway for the formation of these hind leg - "gears"?

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I'm afraid that evolution doesn't provide the kind of specifics you are asking for. The best we can do is describe possible selection pressures that might lead to this kind of structure, or something different that fulfils the same function.

For example:
We can think of these toothed gears as an evolutionary innovation. Like all such innovations, to persist it must be in some manner beneficial, or at least neutral. If perfect coordination of legs is an advantage, then these structures will secure that advantage very well, regardless of how they occurred in the first place. These animals use their legs to jump, so perfect coordination that ensures good aim is a large advantage.

How did the gears arise in the first place? I doubt anyone has much information on that, but if I were to have a guess, I would say that slight roughening on surfaces which interact could, with the correct selection pressures, be developed over generations from simple rough patches rubbing together to heavily ridged rough patches through to full interlocked gears like in the picture. But that is simply speculation.