So, I sort of screwed up Sheik's Needle Storm recovery frames - no, I didn't screw up simple math while using a calculator. What I screwed up was that unlike other projectiles, Sheik throws out multiple projectiles simultaneously. You might be asking, "But can't Diddy, Link, and Villager do that too?" Here's the difference: she does it with one button press in "one action" in contrast to Link having to pull out a Bomb, throw his Gale Boomerang, and then throw his Bomb. Why does this matter? Well, take a look at her recovery frame for Needle Storm.
With 1 Needle charged or uncharged, she takes 42 frames. Totally normal. "Uncharged", if she throws out 2 Needles, she takes 40, 3 Needles take 38, 4 Needles take 36, and 5 Needles take 35. "Charged", if she throws out 2 Needles, she takes 39, 3 Needles takes 36, 4 Needles take 33, 5 Needles take 30, and 6 Needles take 27. It decrements by a factor of 2 frames for uncharged and 3 for charged. This assumes it's done as close as possible. Add in hit stun, add in more range making recovery matter less since a character has to make their way to Sheik, and add in that Sheik's going to start throwing Needle Storm at frame 5 uncharged and frame 11 charged. Y'know, I can't think of any projectile outside of items? that come out at around frame 5 and while I can think of two projectiles that come out at frame 11, one of them doesn't cause any hit stun, Fox's, and the other does, but involves 40 frames on the ground and 33 frames in the air for consecutive shots, Falco's.
Y'know, it becomes a little silly that a frame 5, 1.9% max to 1.2% min, single Needle can cause hit stun. Now it's even more silly that the more Needles she stacks up, the less recovery she incurs. Other multi-hitting projectiles can "lower" recovery for the user since an opponent is locked into hit stun, but no character can alter how many projectiles they throw at a given time like this. Ryu and Robin can change it so their projectile hits once to a multi-hit, but they can fire off 3 Hadoukens or 4 Thunders at once and while Fox and Falco can fire rapidly, they will always have the same recovery.
The reason projectiles are treated as having 1 active frame is because it would be really annoying to figure out exactly where and when they'll hit. In most cases, projectiles aren't going to or aren't "intended" to hit. When Mario or Ryu use their projectiles, are they really trying to hit? Not really; they're looking to control their zone and challenge you to try and approach them. When Lucario, Luigi, Mewtwo, Robin, Samus, Wii Fit Trainer, and ZSS try to hit with their projectiles, they know the risk if they miss, but they know the reward they can get out of hitting with those projectiles. Recovery frames be damned when Lucario, Mewtwo, Samus, or WFT hit you with their projectiles and you die. Recovery doesn't matter when Luigi, Robin, and ZSS can cause enough hit stun they can use it to setup or at least put you in an uncomfortable situation. Item users like Diddy, the Links, and Peach? Recovery matters for them to know when it's safe to pull one out. After that, it's just throw and go. And all of these characters only throw out one projectile in one button press. Recovery is treated as if that's the only hitbox they throw out, but Sheik? Sheik throws out 1 to 6 projectiles and the more she throws out, the less time she takes to recover. It's kind of weird logic since yes, whether or not if misses, she does take 42 frames to recover from that entire action, but if you treat the last projectile as the projectile being thrown in that move, then it's like she's throwing out a high startup and low recovery projectile. Doesn't matter if the first 4 Needles miss if the 5th one is still there and that's the projectile, the hit, the last active frame that matters. Probably poor wording, but I hope people understand what I'm trying to say.