I don't think we necessarily need a traditional 'leader' on the pitch (I mean, we need a defender who can command the backline i.e. Laporte, but we don't necessarily need someone to point and shout at people). This team did incredible things without Vinny playing, and we had underwhelming seasons like this even when Vinny was around too. I do think we need a leader in the dressing room - the two most vocal ones were Delph and Vinny and we lost them both at once, and they've left behind a squad that's largely in the same age range with no clear leadership hierarchy outside of Silva (not vocal), Fernandinho, and Kevin (shy off the pitch). Sam Lee has said that Walker's tried to fill in a bit more in the dressing room and while I'm sure he's got valuable things to say and is well respected within the team, it's not the type of thing you can force - it has to come naturally. Whether someone like Kevin or Rodri can grow into that role or whether it will have to be a new signing, I don't know.
What I do know, however, is that we simply cannot keep looking backwards for our answers (this isn't exactly a direct response to this post, but a response to general comments I've been seeing recently). We're undergoing a transitional period and we need to deal with the growing pains. It's time to cut the chord and accept that the older players are being/will be phased out. Cries for Fernandinho to play in midfield, for example, highlight this fanbase's reliance on the old guard - we cannot depend on a 34 year old to save us. His replacement is here and he needs minutes to get settled, and nobody even knows if Dinho is physically capable of running around in midfield, especially considering how injury prone he became in the first half of the year.
We can't keep going back to the old to help us with the future. The way people bang on about it you'd think the only solution is to have Vinny skype in for every team talk and to play audio recordings of Joe Hart shouting encouragement to the players on loud speakers as they walk down the tunnel. Players will become better leaders with age/experience - unfortunately that takes time. It's not easy when so many joined the club at the same time and are fairly young. All that being said, I do think having someone like Zaba back around the place would be pretty beneficial, and I hope he comes back if he's ready to retire at the end of the season. As I said, the problem isn't necessarily on-pitch leadership; it's a lack of confidence, and that stems from the dressing room, and having someone like that around the place could help.