I prefer thunderlords but cotc is also a good option on her
I prefer thunderlords because Leona top is all about getting an early lead and snowballing with it, without a significant lead you basically become a 2nd tanky support, with a strong gold lead you become a brutal tanky assassin in the midgame, but your ability to 1 shot people falls off if you reach lategame and you eventually do have to commit to being a tank, engaging/peeling for your team as needed.
with cotc you commit more to being a tank and engager for your team, the ONLY reason I do not prefer it is that I play solo 95% of my game and cant always count on a good followup from my team, thunderlords gives you the chance to crush your lane then roam mid and crush them too, without thunderlords and more damage oriented runes you'll often run low on mana before you can secure a kill on your opponent
hey, add me if you want any more of an in depth explanation, things like your item build and your playstyle have to be changed significantly depending on if you are behind or ahead, and if your team is behind/ahead as well, I have actually been playing it a lot less because the current meta has made it much more difficult to be impactful.