Diamond mostly support player here. Since I haven't seen any of your games, I can only judge you based on your item and skill builds as well as your masteries. In general, most support players tend to at least get those right and are held back by their mechanics. In your case, you're builds are all completely wrong. This is NOT a matter of opinion. There are some personal preferences that can be accounted for, but what you're doing is not even close to correct. I'll only point out how you should fix your leona build since I don't want to spend the time with all your champions, and u play her the most anyway.
First of all, skill order. You seem to be doing E/W/W/Q for the first 4 levels, then maxing R>W>E>Q. You SHOULD be doing Q/E/W/W for the first 4 levels, then maxing R>W>Q>E. You need E/Q by level 2 to actually have any sort of kill potential. Waiting for lv4 to get Q defies the point of even playing leona. Note also that your Q is an auto reset. Max R>W first for obvious reasons. As for why you max Q instead of E third, well... In general you only need to E once to get into the fight so the CDR isn't that important. However, maxing Q first helps peeling for your adc and locking down opponents since the CD goes pretty low.
Masteries. In general, they're not too bad. However, dump explorer for tough skin, dump strength of the ages for bond of stone. If you feel really ham, you can try grasp of the undying but I don't recommend it (although it's still better than strength of the ages, which should only EVER be used on junglers). Perseverance vs Insight and Legendary Guardian vs Swiftness is preference, so do whatever you like there.
Item builds. You're first 3 items should be, in no particular order: targons, sightstone and t2 shoes (either swiftness, mobility, tabi or merc, whatever you want depending on their comp or your playstyle). Your first completed item should be either the eyestone or face of the mountain. From there, do NOT build sunfire. You should be building stuff that helps your team like locket, randuins, frozenheart and righteous glory (emphasis on locket and righteous glory). Very rarely will you ever build anything else. Late game, you can also build zekes, but being tanky first is more important.
Lastly, just going to point out that support is NOT the hardest role to carry from. In general, the support is the one that enables kills in the botlane, not the adc. Carrying as support, contrary to popular belief, is actually easier than most other roles since most of the time the enemy support doesn't really want to play support and thus isn't very good at it (at lower elos anyway).
Final note on combo order:
Pre-6 main combo: E-W-AA-Q.
Post-6 main combo: E-W-AA-Q-R. You use the stun on your Q so they cant get away form ur ult stun. ONLY engage with ult when they are too far for your E.
Note that if you can walk up in a bush and engage your combo with your Q, you should always do so. In that case, combo becomes: (AA)-W-Q-(ult if you have it), and then E for when they flash out.
Hope this helps a little. If you want more help, message me ingame. Name is: Sacredwisp.
EDIT: Saw in an earlier post a guy saying to stop using ignite on leona. Disregard that. The only time you should use exhaust on leona is if they have a really damage heavy comp of people who are exhaustable (for example, LB isn't "exhaustable" since her burst comes too fast and she can disengage if exhausted easily). If they have a lot of champs like draven, riven, kha zix, then consider using exhaust. Use ignite otherwise.