They wouldn't be adding projectiles, simply giving her Snake's grenade with different properties.
On the topic of Sheik, it makes me really mad how they decided to "balance her" by removing her NTSC d-throw, removing the chain tether and overall making her feel weaker because a lot of other characters are just so strong and fast (Sonic and Lucas come to mind)
It's not all bad. While her NTSC dthrow was altered, its not like it was nerfed to the ground. Yes, the angle is between PAL and NTSC dthrows. NTSC dthrow was very, VERY, good. That said, the animation occurs much faster allowing for quicker followups and makes it more difficult to DI. The knockback growth is something I'm not sure they changed yet but I don't think so. Even then, the move is still entirely usable especially when mixed in with bthrows. Inward DI allows for usmash and neutral allows for a variety options including dash attack past certain %.
Chain tether is not so much of a big deal as the needle nerf is, at least for me. She isn't the same as she is in Melee but Shiek is still very very good. Some ways worse. Other ways better. Her bthrow is much better as is Vanish. Jabs are very good this time around too, and dair is as good as ever. Fsmash is better too. The ability to wallcling and crawl is also there.
Come to think of it, most of her moves are either better or the same with the exception of chain, needles, and dthrow. I could be wrong but that's what comes to mind at the moment. On top of all of that, Zelda is actually viable so switching to Zelda is more than acceptable mid-fight.
Shiek is in a pretty comfy spot right now. I have to admit I didn't like the dthrow change, but hey I've been getting used to it and its not so bad.