The (relatively) poor neighbours from the south of the Spanish capital were much the better team over the 90 minutes, as they had been last week when they were unlucky to lose 0-1 at home in the first leg. Javi Eraso's 25-yard screamer put them level on aggregate early at the Bernabeu, and even after Karim Benzema had equalised, the Pepineros (Cucumbers) came back again, and Gabriel Pires' thumping header gave them a memorable win.

This was a new low for Zidane's side, and one of the most embarrassing results in Madrid's entire history. The glow of last season's La Liga and Champions League double has long faded, and Zidane is now clearly fighting for his job, as he himself admitted at the postgame news conference.

It's not like there haven't been several wake-up calls along the way. Real Betis won at the Bernabeu in September. Villarreal were victors here just last week for the first time in 19 attempts. Now tiny suburban club Leganes have their first victory over their (much) richer neighbours. This is not the kind of history that Madrid like to make.

There have been warning signs all the way through the Copa too, as Zidane has continued to rotate his side, and the mix of kids and reserves has never looked anything like a cohesive unit. Both third-tier Fuenlabrada and second-division Numancia had drawn 2-2 in second legs at the Bernabeu; not enough for either to progress, but more than enough to show that this year's "B team" was not up to the task.

Still, Zidane stubbornly stuck to his policy of resting his biggest names, with Cristiano Ronaldo, Gareth Bale, Marcelo and Toni Kroos all left out of the match squad on Wednesday. That maybe made sense earlier in the competition, but with his team 19 points adrift of Barcelona in the Liga table, it really would have made sense to give the Copa a higher priority.

Bale especially was missed, with the Welshman having earlier this season come off the bench against both Fuenlabrada and Al Jazira at the Club World Cup when his team were on the point of embarrassing exits. But the Frenchman has made clear, at every news conference through recent weeks, that he has exactly zero intention of amending his tactical or selection plans. Such a stance might have looked like admirable loyalty to both his young and older players, but it now looks like inflexibility to the point of stubbornness that is costing his team badly.

That Madrid's squad is much weaker than last season's was clear from the first weeks of the season. Allowing last year's quality backups James Rodriguez, Alvaro Morata and Pepe to leave without experienced replacements was an obvious problem from the start. But Zidane has repeatedly argued (both in public with the media and behind the scenes with the club hierarchy) against bringing in new faces during the winter, as he wanted to give his existing squad the chance to turn things around. That is a glaring mistake.

The still-newbie coach's tactical failings are looking clearer all the time. Asier Garitano's well-organised Leganes were able to control most of the game and get into a winning position by pushing up on Madrid's midfielders and not allowing Zidane's team to build attacks. Goalkeeper Kiko Casilla was forced to kick the ball aimlessly out of play at least twice, as he had nobody to pass to. It took way too long for Los Blancos to change their tactical approach, and even then it did not really work.

Zidane's substitutions also continue to baffle. Here it did make sense to take off teenage right-back Achraf Hakimi, who is going through a clear crisis of confidence. But withdrawing Isco to send on young striker Borja Mayoral was not so clever, and it was clear that the underused playmaker did not agree either. The plan was clearly just to get the ball wide and put in crosses. That worked really well last year when James was curling the ball onto Morata's head, but less so this season.

There is also absolutely no hint that he is planning any change of approach. Twice a week for months now he has repeated that the only way to turn their season around is to work harder. There has been no sign of any tactical tweaks or personnel shakeup that might provide an actual stimulus to get the team performing better.

The former Galactico was lauded as a player whisperer who empowered his highly talented individuals to make their own decisions on the pitch. But he does not appear to be able to offer advice or guidance to either his out-of-form big names or youngsters such as Marco Asensio who are going through understandable dips in confidence. There is also very little top-level coaching experience among his back-room team, while Madrid's unique club structure means there is no sporting director or equivalent figure with the status to step in and impose any changes.

At least Zidane himself realises the size of the problem he now faces, and he freely admitted that his job was on the line in next month's Champions League round-of-16 tie against Paris Saint Germain.

Even that might not be enough to save him after the latest humbling at the Bernabeu, as a coach named as the world's best by FIFA just last autumn now looks a rookie coach stumbling toward the Bernabeu exit.