I haven't see that video before so it was nice to watch. Has some good stuff in it.
Keep in mind that Zelda as a character is very counter-aggressive. A strong defensive play is where she really shines. A lot of this requires reading the heart out of your opponent. As such, it means you need to learn how to counter attacks and really just be a wall of sorts. This isn't easy as the opponent can camp you out at any time. Zelda doesn't have any real true approaches. The best she can do is read escape options and approach options, and then figure out ways to force those scenarios into the game.
1st, do what Omen mentioned above. Spacing kicks is 1000% her best tool and you need to know how to utilize these as best as possible. Practice different jump heights and different timings of the kicks as well. A lot of Zelda's reads on approaches is baiting approaches and then reacting when they move in. So practice not doing the same kick every single time. Of course, do practice instant kicks and late kicks and double kicks etc, but keep in mind that she can do kicks at any time in her jump.
2nd, recovery. Learn the sweetspots of her up-b. This is pretty crucial. Practice hitting the sweetspot, and practice landing on the ground. Landing on the ground offers her the least amount of landing lag (except the free fall landing lag, but you will get punished if you recover that high).
3rd, OOS options. Zelda's shield is really good. Get used to using it. But don't get stuck in it either. Work on options OOs (such as kicks, usmash, buffer roll, wavedash, etc). In general, Nayru's OOS actually isn;t too great. It does work as a mixup but really should not be used more than once (maybe twice) a set. It has a lot of ending lag and only really works if the opponent gets knocked away really far. Retreating kicks are also really good to practice. You basically give yourself more space while putting a strong hitbox out to protect you.
4th, platform movement. This is where you need to learn how Zelda moves and figure out how best to utilize platforms. Final Destination is Zelda's worst stage because of wide space and zero platforms. Platforms add so much to Zelda's game that learning how to maneuver them is crucial. Shield drops, drop kicks, wavelands, etc all play parts here.
In addition to all of this, learn to bait properly. Every matchup is different in that it requires a very precise spacing to coerce your opponent into coming in. So, figure these out and create walls that don;t let them come in. Wavedashing is really good (it is slow and short but so is Peach's and you see Armada use that all the time). Wavedashing is good to create that extra bit of space that running can't get as quickly.
Other than that it really is learning how to play melee. You gotta work so hard to play Zelda don;t let anyone ever tell you that she's an easy character to play as.
