Play aggressive tennis, exploit their weaknesses and play to win.
You may still lose a lead occasionally but you are free of the guilt feeling since you know you did everything you could.
The other player just entered the zone because of zero pressure.
When you notice that you need to try and break their rhythm.
Be willing to sacrifice a few games or even a set to play "strange" shots. Don't give them typical baseline shots which seem to them like a slow-motion watermelon coming over.
Play drop shots, slices, moon balls, come to net, drop volley, drive volley, serve to the body and anything else that comes to mind.
You must wake your opponent from the zone with either breaking their rhythm or making them think, "What the heck is this guy playing right now?"
This will cause them to lose the flow and make them "normal" players again.
You cannot prevent losing a lead with 100 percent certainty, but you can prevent the guilt feelings by playing the score and the game with a fearless, decisive and intelligent play.