When or when not to go in?

As a Leona support main, I was doing very well over the first half of this month. However, my last two games have been pretty bad. In the first game, I had a Caitlyn. We lost that game because Lucian was just a better ADC than our Caitlyn was. In the last game, I played with a Tristana. She tried to kite against a Lucian and Braum. This let Braum and Lucian poke. I tried to take all the hits I possibly could for Tristana and ended up dying to save her from Lucian ult quite a few times. The question is, should I save my adc and kill myself or should I save myself and let my ADC just explode?