Honestly, I feel like shes a stronger jungler than support.
I hate her as a support lately, Zenith blade is just outright hardcountered by nearly everything in the game that is played in the bot lane.
She DEFINITELY cant do top lane right now, but my jungle setups( I have two) both work really well.
Klepto
Magical Footwear
5% CDR
Futures Market
Relentless Hunter
Anything.
USUALLY Warrior enchantment, sometimes Cinderhulk if the matchup is bad and all you can do is tank.
Mobis
Deadmans Plate being the 3 core items.
After this point what you build will vary on the match.
You could go fighter(Gauntlet or Trinity) and then whatever you want afterwards.
Or- you could go Zekes instead of gauntlet, opt out of threatening damage and just be a support tank with the hypermobility of Deadmans+mobis+relentless hunter.
The other build is more for when you have a lot of melee champions that youre going to be dueling with, and yes Leona can duel things like Xin, Lee, Nocturne, Graves, Yasuo, most melees really. Exceptions being things like Tryndamere, Garen, and Darius.
Anywho
Klepto
Magical footwear
5% cdr
Futures market.
Transcendence
Gathering Storm.
Goal here is to buy the cheapest, most cost effective CDR items possible, and scale hard and fast off of Transcendence.
So,
Warrior+Boots(situational which boots u take)+Black Cleaver+Gauntlet(Trinity if youre fed)+Kindle gem defensive items.
Youll end up with around +80AD from Transcendence with a full build.
And by the time youre near or at full build, gathering storm should be up there as well.
I generally reach between 360-420AD with her.
and yeah theres a stigma for Klepto in the jungle, but it is by far her best choice.
She needs the income, and the items do her more favors than any other rune does, they also assist in her clear speed and farming(if you get AD pots)