What is better, Blade or Hydra?
I personally think Blade is better than Hydra when your targets has escapes like Ezreal's E.
Cause you steal the movement speed from your target and thats really helpful.

And the Passive from Blade is good against Tanks 2. (Basic attacks deal 6% of the targets curren't health in bonus physical dmg on hit).
And the 40% Attack speed aren't that bad.

But what are now the good things about Hydra?

Hydra just has a lot more AD. 50 more AD for almost the same price is very good + a better Sustain (100% Base health regen and 12% Lifesteal)

And Zed want 2 kill the targets with his spells.
So you deal more dmg with your Spells and the passive + active is good for fighting 2.

I think you should go for the Hydra build when your target's don't have that much escapes.

Test Hydra and Blade out and see what kind of build you wanna take :p

A tip against Zhonyas

1.: Ult ur target. She will Zhonyas, now u do ur W Behind the target.
Switch back with ur R and then when she's out of the Zhonyas go to ur W and Kill her. (When u got enough dmg)

2.: Do your WEQ-Combo, switch 2 your Shadow and AA. Your targent won't have much life so Ult it. Then your target will Zhonyas. Now you can wait for your Kill. When your diving the tower 2 long, switch back (R) and hit him with your E and Q.

When should i buy Duskblade?

You only buy Duskblade when you're snowballing, or in the lategame to kill the adc.
Because the passive got a 2 minute-Cooldown and when you aa an enemy you have 2 go in