Leona all the way. Her combos through CC lock is just godlike for teamfights. She is such a great tank and makes aggressive play all the more pleasing and viable. As a support main I wouldn't touch Zyra atm. While she can have some of the higher damage especially with an AP build she lacks the overall aggressive play that Leona has and a decent bot lane wouldn't fall pray to her. There is a reason that many players don't go zyra atm and Leona is in the top 5.
If you are looking for versatility though Zyra is the better pick. Zyra can go to other lanes while Leona is pretty much stuck to the bot lane.
Don't listen to people that say Leona is reliant on her teammates because her damage is actually very high and I get a lot of FB with the early strength leona has. While Zyra's late game is better in terms of damage, Leona is much better in terms of CC and peel while still dealing good damage in conjuncture with her Passive she deals a lot of damage for a tank