We compute the leading QED corrections to the hadronic vacuum polarization (HVP) of the photon, relevant for the determination of leptonic anomalous magnetic moments, \(a_\ell\). We work in the electroquenched approximation and use dynamical QCD configurations generated by the CLS initiative with two degenerate flavors of non-perturbatively O(\(a\))-improved Wilson fermions. We consider QED\(_{\rm L}\) and QED\(_{\rm M}\) to deal with the finite-volume zero modes. We compare results for the Wilson loops with exact analytical determinations. In addition we make sure that the volumes and photon masses used in QED\(_{\rm M}\) are such that the correct dispersion relation is reproduced by the energy levels extracted from the charged pions two-point functions. Finally we compare results for pion masses and the HVP between QED\(_{\rm L}\) and QED\(_{\rm M}\). For the vacuum polarization, corrections with respect to the pure QCD case, at fixed pion masses, turn out to be at the percent level.