I don't know if it works just on Lux,because it;s the only champion I experimented with,but in 3 games where I played vs Zed,I felt absolutely no pressure from him.
1)Get Boneplating - Assuming you only get hit by ShadowE + Shadow Q+ Zed Q,this should be the rune to reduce his poke damage,thus his ult damage too.
2) Get 3 doran rings (or other doran items) so you dont have mana problems and get some health before Zhonya.
3)zhonya. At this point,you are at 0 risk to get killed by him unless 2 other lanes assist him.
Try this out,and let me know some results. Hope it helped!