I really do love how Daisy was so adamant about trusting Lenny in 'The Fugitive', when she believed that Rose was working for SKUL back in 'Spy Animals'. In Rose's case, there was some evidence that pointed to it being the case, and Daisy didn't believe she could trust Rose, since she never had real friends to trust before. That's when she places full loyalty into her team, including Lenny.
Although Daisy and Lenny don't exactly have the same kind of one-on-one time, it's clear that she looks up to him as an authority figure (and in this episode specifically, she keeps stressing that they should follow orders, or update Lenny at the very least). Therefore, when they find out that he has been hiding information from them, she doesn't immediately go, "He's betrayed us", but "We need Lenny's side of the story". She's more willing to give Lenny the benefit of the doubt and gain his perspective after making a similar mistake with Rose, and that's why she goes to find more evidence than just Blane overhearing the conversation in the gym or Rose's account of Carla's communique, even if it endangers her.
She's in tears when she goes back to the rest of the team in the changing room. It's not exactly confirmed whether she's crying over the idea that Lenny did betray them or her findings on Lu, but her reaction isn't dissimilar to the one back in 'Super Blane' when Chad was going to leave, so I do think it's the former. Daisy trusts Lenny entirely, and learning that he was knowingly keeping information from them and casting them aside breaks her heart. Despite this information, Daisy doesn't wallow in it but very quickly sides with Lu, just like she did back in 'Super Blane'. She bounces back and decides to focus on their present goal, regardless of whatever feelings she might have about the situation.
Lenny defends Daisy and Rose for not guarding the crash site and initially opposes Carla using the transponder to find them. In the same way that Daisy holds the same kind of love and trust in the team, Lenny also clearly has that as well, even if he doesn't exactly sit down and openly support them or praise them at every turn. Daisy and Lenny act quite similarly in that regard, where they restrict themselves from showing that compassionate side towards the rest of the team but are still loyal nonetheless. Being with the team has made them grow softer and a better person overall. Daisy picks herself up and protects Lu against Lenny's orders, and Lenny also eventually defies Carla's orders, despite the previous trust between them. Daisy and Lenny both have the morals to do what's right, so at the end of the day, they are on the same wavelength after all (and Lenny trusts them to do the right thing).
Carla and Daisy are also very much supposed to be foils, in which their consciences differentiate them. Daisy starts off wanting to follow Lenny's orders, just like Carla sticks to the mission (which was most likely taught by Lenny), and Daisy has issues with Lu at the beginning. They both dehumanise Lu, but Daisy has a change of heart, whereas Carla does not, which allows Daisy to do the right thing. Lenny trusts her and the rest of the team to do what's best, but he can't reason with Carla to do the same. That's what ultimately makes Daisy a good spy, not the rule-following that Carla did to wind up winning the 'Young Spy of the Year' Award five times in a row.
Anyways, yeah... I really like Daisy as a character.