Sounds to me like you are just having input issues. Yes, I know this sound surprising because the inputs aren't that complicated, but the way you phrased it makes me think it is. The word "consistently" is what stands out because that means you can do it but sometimes you mess up. So for example when Sheik is CGing herself and herself DI's away you have to smash the control stick on a certain frame in order to re-grab in time. So most likey you just aren't imputing the smash to make Sheik dash in time. It's a tight timing but it's easy once you get it down. For more tips and tricks SmashTutorials on Youtube has a great Sheik CG video by Kira a Sheik main! Best of luck!