Vlad W vs Zed R

You're untargetable, but not invulnerable. You already knew this bc dots, like ignite, continue to damage you once you W. Zed's ulti has already targeted you, so the only way to prevent the damage is invulnerability. I'm not sure why I bothered to type this out. It seems that you know this now. Lol.

Vlad W does not make you invulnerable, it only makes you untargetable, which is why abilities such as ignite still damage you in your pool. Since Zed ult had already targeted you, the damage was pretty inevitable, and you should've instead W'ed immediately so he couldn't get any damage off during his ult, making the pop damage nearly nothing.

If the ability is already on you when you pool you will still take the damage.

Same applies to Ignite, Scorch, Brand/Malzahar dots or any other delayed damage effects.

As Blended Fetus said, Untargetable is NOT Invulnerable.