Allow me to QSS zed ult.

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There is a difference between one person dodging and another landing their skills. Not every scenario is "he only landed everything because you stand still".

Zed and 3 shadows surround you and he slashes, what possible way is there do dodge as an immobile mage without flash? There isn't

No, but the person getting attacked can move in such a manner that it makes it hard for Zed to land his WEQs. Try thinking about what to do in that scenario.

It's only two shadows. Do you even know what you're talking about? If you bait out his W beforehand, you only have to worry about the R shadow. Hell, you wouldn't need to even worry about him ulting. Unless you're at 30% health, no Zed would ult you without W. Secondly, you don't always NEED to dodge ALL the damage. You can play it smart. If you know you can't escape the damage, you can at least mitigate enough of it. Take Barrier. He presses R. The moment he comes out of his untargetability, smash your CC on him if you're a mage. Or just start running away. He's already hit an E and Auto. Maybe 2 Es. He probably will ignite you either at the start or middle of his combo. If he has two shadows up, try to mitigate the damage by getting hit by one of them. Once the pop is about to hit, smash Barrier. It'll mitigate a large chunk of that damage. Continue running away from him. Run to your jungler. Unless they're fighting, in which case just run to the Inner Tower. Back, and you're good. Then you can heal up, buy armor, and stroll down mid. Zed is now down an Ultimate and maybe Ignite at the cost of your Barrier. And you didn't die. That's a win for you.

He's not an unstoppable Hellbeast. He has weaknesses, methods to counter him, and champions who counter him. YOU, the player, have to find and exploit those things.