'Audacious Charge' is not a misnomer. Xin Zhao is basically forced to commit to do any damage, as most of it will be coming from his Q and his W procs.
In order to really flourish, he needs to stick to his opponents. The best way to deal with him is to kite him away from a favorable situation, or at least to avoid the unfavorable one for you.
What we COULD use is an indicator for his third W hit, and something definitively clear for his Q, like a different stance. We might even want something for his W active.
Xin Zhao also has passive armor reduction and it's percentile. The higher you ramp armor, the more he'll be able to cut away; if you can't win the duel against him, defense won't help. He'll cut through that too and heal off you all the same. Grievous Wounds, Frozen Heart and Mercury's Treads are all a good start but you might consider just keeping cooldown reduction at the fore of your build while you force him into protracted fights and interrupt his ability to stay on you.
If he can always catch you with his E, you need to change how you're playing against him in general.