I think, having a Captain as influential is VK is, missing for much of the season goes a long way to answering your question. We do have leadership, he just isn't playing yet.
However, I do think the idea of what a Captain brings to the team is over indulged by fans. I don't think an aggressive, in your face, drag you through the mud type personality is needed as a captain any more. If you think of personalities like Vieira and that tosser Keane, you don't see any of that these days. Certainly, if you look through the list of team captains in the Premier League, there aren't many inspiring names in terms of personality.
A level below that is this "leaders on the field" ideology. Whilst i'm sure it's a benefit to have multiple strong personalities putting all on the line, it's not something you see from many teams these days, and I personally don't think it makes one bit of difference.
I think Captains, leaders on the field often gets confused with a mutual team ethic and organisation. I don't think you need 'leaders', but I do think everyone having a mutual understanding of the team's organisation and tactical instruction is paramount to success. Everton's performance I think is a good example of that. I wouldn't say they performed so well because Phil Jagielka is so inspiring and other "leaders on the field" stepped up such as Bolasie and Cleverley (to enforce my point), but they, as a collective, completely nailed it in terms of ethos and organisation of what they needed to do to get a result.
I'm not sure we have that ethos throughout the team as yet.