I don't know if anyone else has picked up on this but when you "E" a Leona against a wall with Vayne, Leona can still use her Zenith blade and travel to the Vayne without the stun effect; allowing Leona to get her combo off. It effectively reverses the stun. I don't know if this is supposed to be a gameplay mechanic or an actual bug. To me, it seems like a bug. 
Leona has to have fired her E before hitting the wall. If she hits the wall first, she can't use her E to unstun herself.
Leona uses Zenith Blade and Vayne responds with Condemn. Leona is launched back into a wall while her Zenith Blade connects with Vayne. Leona travels to the rooted Vayne while she is stunned. Leona arrives at Vayne and the stun has worn off at this time. I'm assuming this is why it appears as though she isn't stunned. Leona is stunned, but her Zenith Blade effectively made it useless. I hope this helps clear up why it seems like she wasn't stunned.
