Basic mechanics of the game - Wavedashing, Wavelanding, JC grabs, SHFFLs, DI, everything. You don't have any of it down from the look of your videos, let alone character specific things with Sheik like Shino Stalls and Needle Grabs.
You don't seem to understand Sheik's gameplay / her matchups (Frankly, I'm still terrible at this but I have a jist of knowledge regarding what she's suppose to do given her situation(s)). She's a defensive, campy character that hardly initiates offensive. You should be charging needles and shooting them at Marth and wait for him to come in on you. From there, you wreck him with CC F-Tilt, get any close range grabs that you can, combo into tilts, into Fair/Uair based on the situation and if applicable, edgehog for a kill. You aren't suppose to be running up a large distance to grab him in the first place - That's incredibly suboptimal, not taking advantage of your own strengths and exposing your character to risk by approaching.
Sheik sucks at approaching. There aren't many mixups for straight up grabbing - You could do stuff like dance dash on the spot and grab or, in close distance, dash, turn back and dash, and then dash back to grab (more or less an extremely short dance dash). The standard approach options for Sheik (assuming offensive is your objective) is Dash Attack, Grab, SHFFL/AC Aerials and SH Needle. Remember that she's all literally about control - You pressure from control, build advantages from control, and use this control to win the match. Always have a mindset of what to do when you're playing here and think before executing something. If you're interested in my mindset when playing Sheik, it's as simple as 2 things:
1) Get grabs without over-committing
2) Get opponent off-stage / knockdown and edgehog and or punish them as hard as you can, respectively.
Different CPUs cover different DIs (I heard that 1-4 is effective). However, I've also heard that they don't cover all the DI options possible - You'll need to play players in a number of friendlies to master maximizing punishes off a down-throw. Remember to theorize and come up with options (test it out on CPUs) first before doing it in friendlies.