Let me start off by saying that i am not THAT GREAT of a smasher, I only really looked into competitive Sm4sh about 4-5 months ago. That being said, I tend to get rather salty when an opponent keeps juggling me with moves that come out rather predictably. I whiff an airdodge and off I go again. Even when i mix up recoveries and do make it onto the stage, it feels like it takes 3-5 flat seconds before i'm aired again. (at least, at high %) This saltyness is the reason I just choke; i cannot stand being toyed around with like this. At this stage I start throwing out moves and 'fish' for the kill, to the extent that a beginner could just use 1 F-Smash in front of him, and i'd still walk into it.
Even though i notice I'm making some improvements and manage to keep my cool, it's just an inevitable thing that gets to me most of the times. (FG isn't a fun place truth be told) Right now, the only thing that helps is just laughing it off and silently scold myself for being so foolish. I'm sure that i'll gain experience from those losses, though as David said, losing vs players who use predictable moves to keep juggling you (aka, worse players) feels really degrading.
Sounds like you have trouble getting combo'd, it's important to never force anything. If you are under pressure, don't try to force an attack or do something to get out of the combos. Of course there are some guaranteed ones, but it's important to not mash air dodge, mash attacks to escape, or mash jump, just do the best option that will reset to neutral, and start over to try and gain your own momentum. Sometimes you may need to air dodge right after, or nair out of it, or jump away, and DI correctly of course, but just know what will be best to do, which comes with experience. I've found that some players have some kind of bait to punish attempts at escaping combos. Some bait air dodges (the most popular option), some players bait combo breakers (attacks to escape like N-airs), and some bait jumps out of combos, react to what they think you'll do, or what they are doing, and do what will help you escape.
Personally, a big thing I do when I first play people is see how people react to throws. If I up throw them the most common thing is an air dodge so I will charge an up smash my first time usually, so if they do air dodge, I will keep doing that. If they jump away, I'm gonna double jump and catch their jump, if they try to attack out of it, I will shield after the up throw and punish out of shield. Mario and Luigi mains do this especially,by nair-ing out of combos. Everyone has their go to options to escape combos, just know that you can't do one option every time, you gotta mix it up, and recognize how they are continuing these juggles, or maybe even how they are starting them in the first place. Yeah grabs most of the time, and if that's the case, see if you are shielding too much, or whiffing attacks too much, stuff like that. Grabs are easy to get, but it's possible to limit them, and of course, limit the follow ups afterwards with this advice.
And Sure if they're sheik and they f throw to fairs, it's pretty guaranteed, but that's where you need to mix up your DI. Hope this helps, I had trouble with escaping combos and stuff too at first, but I learned a lot from getting combo'd hard, and now I also download people in how they react to my own combos.