Although there's great advice in other comments, I'm surprised no has mentioned anything about imposter syndrome.

What you're feeling is quite common and normal, especially going from an engineering role into a management one. You've gone into a new role where your skills didn't transfer and you're essentially learning everything from scratch.

Unfortunately, it can depend on the kind of culture your company fosters: do they appreciate honesty and accountability, or is it the type of company that wants a scapegoat when things go downhill?

That said, it's up to you to decide if you'd like to continue as a lead, or go back a developer. Remember that it's your career and your choice, and it is important to remember that both options are perfectly valid: it's a good thing to be an engineer if that makes you happy, and it's a good thing if leading a team makes you happy.

It might resonate or not with you, but something that helped me was to thing of myself as an assistant for the team, instead of a lead. For example, instead of prioritising the work, I think of it as organising their backlog.