Well without watching you in a match the only suggestions I could make would be to make sure your support is backing you, check your runes and masteries to make sure they fit your build, and maybe experiment with the build itself to find something that works a little better for you.
Leona is tanky, so just use your slow and keep back until she stuns them, then drop your ult. If they back off switch to attacking a minion so when they come in again your passive activates when you first attack them. Don't just target them with double tap, use a minion to bounce it to one of them. Other then that I am not sure what else I can really say. Most of all stay behind Leona.
Similar advice anyway. Wait for someone else to engage. If you see one of your teammates use a stun, that is when you use your ult. Try to use your slow to keep low health enemy champs from backing out, and target their adc first if you can, never target the tank.
Yeah, just try to do as much damage as you can with your ult. Her ult can help a lot, or hurt a lot depending on the side you are on, in a team-fight if you use it at the right time.