is executive order 5396 still in effect

OPM has the Fact Sheet: Leave Without Pay on its website references Executive Order 5396 which would suggest it is still in effect. 

I have also seen a reference to a Wounded Warriors Federal Leave Act of 2015.

However it is probably best for you to directly consult with your employer's human resources department, OPM, or your local Veteran's Administration office if you are seeking legal advice regarding the current application of the Executive Order or any other laws and regulations related to veteran leave.

Dear Ms. Knivila-Ritchie,

Thank you for posting your request on History Hub!

As of August 2016, a proposed rule in the Federal Register took this executive order into account, and considered it to still be in effect.  An examination of the Executive Order disposition tables for any orders after that date do not show that it has been revoked or affected.

We hope this information is helpful.