Video 1:
No variety whatsoever. Din, F-smash and NL were pretty much all you did. The recoveries were obviously horrible. You died EVERY time because of bad recoveries.
You're not fast-falling your lightning kicks properly either which is why, iirc, they never connected.
The recoveries are probably what I would focus on first.
Kill 1: Well, just bad playing I guess. No real reason.
Kill 2: Again, could have moved to the right and then FWd onto the stage instead of the ledge. Love Jump would have worked perfectly.
Kill 3: Wait until you're lower and FW into the ledge. Zelda has an extremely predictable recovery by nature, so change things up a bit. I liked that you used the din Glide but you did it way too late - which covers kill 4 also.
If you want to connect lightning kicks on small characters, catch him in a sliding u-smash then f-air/b-air. Or, fall of the side of the stage and kick as you come back up.
You had no real spacing in that match. You kept rushing at Luigi without thinking of what you were doing/he was doing. Try keeping your eye on Luigi at all times. Don't look at Zelda. There's no need to.
So basically:
Learn when to use which moves. Practice with your other moves.
Learn to air-dodge.
Time your Dins better.
Learn to space.
Learn set-ups. (See the Sheik Guide in the Sheik forums. There is lots of info on Zelda there.)
Video 2:
Spacing is a big issue again, and an extreme overusage of Din.
Within the first minute I counted 4 times you could have followed up an f-smash/dash attack with a spike or some kind of hit, but instead you stopped and did dins, which NEVER work. Luigiking has learned how to avoid them, so don't bother as frequently as you do, and ESPECIALLY not as close to him.
Alright i'm sick of all the dins halfway in so I won't bother. I skimmed the rest of the vid. Again, I like that there is a larger variety of attacks now, but clearly you don't use them that often and so they rarely connect.
Biggest issues:
Timing
Spacing
Din/Not following up attacks. I counted about 10 times you could have killed easily but you chose to Din.
Video 3:
You seemed to do better. I don't want to make excuses, but it seemed like Luigi wasnt as good as before. He walked into many of those lightning kicks, but still, you connected them, so good job on those.
Still same fundamental problems.
Too much din.
Bad spacing/approach.
Better use of FW and U-smashes. You still need to practice U-airs.