Based on what I see in the Match History, it looks like you had a case of a bad player dragging the rest of the team down. Lee just seems like he was asleep at the wheel or something based solely on his K/D.
One of the things I personally love about Leona is how much protection she can give her ADC against divers. I don't know why but most Leonas always like to be on that front line diving the enemy team and don't get me wrong, she definitely can and should do that in certain situations. The thing about it is, and this is especially true imo with a Zed on the enemy team, youre better off dumping all of your control into protecting your ADC rather than engaging on the enemy team. Late game especially when ADCs have the ability to tear even full built tanks apart in seconds keeping them safe from enemy assassins becomes the key to victory.
That's about all I can say really, aside from getting your team to push objectives when they have an advantage, which you can do as any role.
Also, I notice you have a Aegis of the Legion even though Lee already had Locket of the Iron Solari. Im not positive, but I don't think the aura stacks so theres no need for two members of a team to get that item. This is especially true since the only real source of AP damage on the enemy team was Teemo. And I feel like Kalista would have been better off with a GA (or maybe even a Zhonyas, even though she doesn't have any AP scaling abilities the active would help against that Zed ult, but im sure GA would have been better) as opposed to the Banshees.
At the end of the day its really hard for a support to be that game changing carrier that humps their team to victory single handedly.
Considering youre in gold I imagine it would be sort of hard for anything to really hard carry all that easily, but maybe im giving golds more credit than theyre due. =P