so, in the sheik match-up, obviously dair and uair lead to a lot. follow-ups out of dair and uair are already common knowledge, but generally sheik makes it hard to land a dair or uair in neutral and it's also quite rare that you'll be able to land a uair out of a throw because ness' throws are all quite easy to DI and have long start up, making them very reactable. at no point can ness force a knockdown on sheik out of dthrow to set-up tech chases as long as she DIs correctly, even with a platform above him, and uthrow sends sheik too high to follow-up at all but the lowest percents.
what you'll probably end up getting much more often than a raw dair or uair on a sheik is a well spaced short hop fair. if you get the last strong hit of fair and you autocancel it (DJC is actually not advised here), you have some pretty good follow-ups that are guaranteed provided you can react to sheik's DI and tech chase well
if they DI in, up, or some combination of in and up, you can get an autocancel uair, which leads into a guaranteed nair or another fair depending on their DI off the uair. if they DI up and away, you can hit them with the nice hit of dash attack and combo off of that.
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if they DI away, down or down and away, fair will cause a knockdown, which you can tech chase on reaction if you position yourself correctly. just like with spacies, you have to react to the DI early and dash to sheik's landing in order to be in the right spot to cover all the options on reaction. every time you see this DI you should instinctually react with a dash. it's just the initial dash; you don't want to continue into a run because that limits your ability to turn around in case they tech behind and it might make you run through sheik which would leave you out of position to cover in place options.
from here, if they missed tech, you can either dash attack (which is optimal as they can't SDI up and roll out) or you can take a risk and running dtilt jab reset, which is susceptible to SDI but leads to a bigger punish. if they tech in place, you can grab. if you read the tech in place you can punish with a dair or an uair but it can't be done on reaction so weigh the risk/reward yourself.
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if they tech away, continue into a run and dash attack them to punish the roll. if they tech in, cancel your initial dash by dashing the opposite direction and dash attacking.
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those are all the optimal mid% follow-ups out of autocancel fair. the sheik match-up is super rough so you'll need everything you can get. practice hard!
addendum:
at low percents ness has some guaranteed stuff but nothing too great. if ness uthrows sheik between 0 and 25 he can always get one guaranteed fullhop aerial follow up (DJCing is too slow, it won't be guaranteed). if sheik DIs up or does slight DI in either direction, you can get a free uair or bair for damage but it doesn't lead into much. if she DIs hard in front of you, you can't get a bair, but you can get a uair, nair or fair if you react to the DI quickly enough. if she DIs hard behind, you can't get a fair or a uair, but you can still get nair and bair.
if there are platforms around things get spicier. starting at 15% on PS, Yoshi's, and some heights of FoD, Ness can uthrow, autocancel fullhop uair onto the platform and utilt, all guaranteed, plus a guaranteed nair if you just want damage. you might try to get another uair or a fair here for better follow-ups but to my knowledge the nair is the only thing that's guaranteed. it isn't guaranteed until 19% on BF and 21% on dreamland because of the higher platforms.
at low low percents ness can do some neat stuff but it's quite hard. from 5% to 11%, the lowest djc uair true combos into utilt regardless of DI. if they don't DI the utilt out, you can get a regrab and then uthrow --> aerial follow-up for more guaranteed damage. neat stuff.
https://gfycat.com/GroundedThoseJohndory