so whats the counterplay to a snowballing zed?
I mean when he only has about 2 kills, before hes out of control of course.
ive been picking up support Leona, but it never occurred to me how cancerous he can be. if I save my CC for peel, I cant go ham like ive been practicing. if I save my CC to go balls-deep, I risk my adc getting one-shot from being too far away.
in these situations, what am I supposed to do?

first, then any single
lethality item second followed by
or 
against zed the polymorph on target makes it super hard for him to oneshot your adc + you have shield and ulty on top of that.So just stay with your adc whole game and w8 for late game in 5v5 fights zed only strenght is to kill the enemy adc and yuo can prevent that.And encourage your adc to pick smth like
or
that game if they can play them ofc.
these are items that will keep your adc/other carries safe. Leona is a great support. Goodluck.