The issue with Mr. R is that he overextends a LOT and tends to leave so many openings that his survivability is extremely low.
You'll see multiple attempts at ledge jump reads with usmash, many autopilot combo attempts out of throws when the opponent is nowhere near the position he wants them to be, and a lot of rolls that leave him susceptible to be hard punished by rage moves.
VoiD focuses a bit too much on combo extensions while only using needles for combos and almost never in neutral, making him slightly weaker vs characters Sheik normally beats due to needle camping(G&W, Kirby, Luigi etc) and characters that can threaten Sheik during her PP combos(Ryu, Pika, Luigi).
Mr. R dies due to whiffed bouncing fish attempts and having his rolls read. VoiD dies to bad DI on combos and failing to space the opponent out then getting hit with a heavy attack.
But these openings should, ideally, never be there if you're playing this character.
Sheik isn't Diddy/Cloud. Unless you already know exactly where she will go beforehand, edgeguarding will not work.
She isn't Ryu. You can't run from her all game unless you're Mewtwo, because no other character can deal with needles well enough to risk not approaching.
She isn't Rosa. There's no single thing to get rid of in order to exploit her bad disadvantage and lack of "get off me" options.
This character's kit was made so flawlessly that if the Sheik player chooses to do so, you cannot get in on or punish this character.
So, that being said, lets talk about ZeRo's Sheik.
Good postpatch games to look at:
https://www.youtube.com/watch?v=TTfxqrDenfE
https://www.youtube.com/watch?v=4PDii7qPn1k
Good prepatch game to look at in order to understand what makes his Sheik so potent:
https://youtu.be/yvaVqGn30Jw?t=2m13s
One thing you'll notice is that his playstyle is very boring on the surface. Never overcommits to anything. Abuses needles/fair/grab and the occasional nair a lot while making it almost impossible to get in on him.
Which is exactly what I spoke about before. ZeRo's playstyle was the absolute best for Sheik before the patch because he abused her most ridiculous options to the extremes.
He has THE BEST fair spacing, needle usage, and ability to get grabs out of any Sheik I've ever seen. Not only that, but getting off the ledge against him is an absolute nightmare.
So you gave the guy with the best neutral(at the time) and ledge traps in all of competitive Smash 4 a character that:
-grabbed and kill you at 120
-ledge trapped you better than any other
-reset to neutral on command
-left 0 openings
-had a better neutral than everyone else
After Sheik's inevitable nerfs, ZeRo's playstyle took a huge blow and now he can't really kill anymore.
If rage didn't exist I'm sure he would never be playing Diddy and still be the best Sheik player in the world. However, he more than anyone is a person that absolutely cannot kill a character like Mario or DK before 150 because the guy's playstyle doesn't allow him to take risks.
He's lost so much confidence after the break and nerfs and gets visibly tilted when he can't kill someone or dies super early.
Before he would be fine with winning neutral 100 times then eventually killing you because he would never make mistakes that allowed you to abuse 170% of rage.
But nowadays he'll get you to 150, panic, then hand you an opening on a silver platter so you can kill him at 80.
Those fancy kill setups like Down Throw>Bouncing Fish at the edge or Jab2>Tipper Dtilt>Uair are absolutely necessary for the character killing reliably below 140, and he never really does them.
But it's not all bad news. As you may have noticed, ZeRo still makes Sheik look like a broken character vs characters with bad mobility and/or bad recoveries. I hope he continues to use her over Diddy vs characters like Luigi, Mario, Roy, Fox, and Cloud. He's probably still the best in the world at these MUs.