Fair enough.
I suck against shines too when shined off the stage. That's why you have to hold towards the stage if you are shined to immediately grab the edge instead of flying off or if you are really close to the edge when you are shined off, hold down but let go so that you are able to grab the edge once you fall off.
One option I know around shines is to keep stalling with side-b, but make sure that you stay in place while side-b'ing.
Someone else can elaborate because I do not know whether you do it close enough so that you hit them if they try going off stage/grabbing the edge and if you try to grab the edge via jump or up-b.
Against sheik, are you naired out of your jump or your up-b?
The biggest thing about recovering with Marth is you shouldn't do ANYTHING without justification if you can just DI and upB recover. So many players overB or dbj fair just as a forced reaction just for being off the stage.
LEARN THE HORIZONTAL UPB RECOVERY. This makes your recovery a lot better in terms of how you can stall/space and your options.
Learn to reaction upb/overb/fair when people try to run off and hit you. I tend to only overb shine spikes or needles since I like to keep my jump. I also tend to upB on reaction to any wavedash edgehogs or run offs if I know they can't CC it and I have the time. They can bait this reaction, but that's part of the game, if they bait it you could of sweetspotted safely.
The other big thing is to STAY SPACED. You can fair and over B so that they can't just drop and shine you if they are edgehogging, and also make ledgehop bairs a lot harder to hit. A lot of players will often dbj fair or overb during the Fox invinc and just get shined or baired out.
OverB should only be used if you want to try to hit the edgegaurder while saving your double jump or stalling. It's mainly a stall.
Double jump fair I only typically use after I'm spaced after a stall or two since it really forces them to get off. I also almost always dbj fair away from the stage or straight up, never forward.
If you can maintain proper spacing, Sheik run off nair won't bounce you off the stage as she will only be hitting the sword hitbox. But of course this is all a pot shot, they can somehow do something to hit you. But the run off nair typically only works if your really close to the stage and trying to ride up it to sweet spot.
The biggest thing to remember really is don't use ANYTHING unless you have to, so many players just do the recovery stuff because they just see it being used. For example, when recovering high, the only reason to spam overB is because your trying to see how they setup to edgegaurd you and to set up your spacing accordingly, are they jumping out? are they edgehogging or staying on the stage? etc.