Against Marth:
You need to be a lot greedier with low percent comboing. You did like... one good combo decision during the first game. Or maybe two, but you mistimed the uair so it didn't hit anyway. There is more available on non-DI away than just fair. Up tilt, f-tilt, up smash (you used this one; excellent!), uair, are all fantastic options and need to be used more (and more accurately). On DI away, just dash attack or regrab Marth.
As a side note, I don't really like waveland regrabs because I think uair is better.
Work on a better out of shield game. Sheik can nair, wd, sidestep, roll, and various other awesome things out of shield. You do some stuff, but you really do shield grab too much. Diversity, bro. Also, pick appropriate counters. If Marth is hanging in the air outside your shield grab range with fairs, nair or wd back. Don't try to grab them.
You try to grab at inappropriate times in general. Shield grabbing on opponents out of range, ledgedash grabbing when he's way out of range... your priority is to reposition if you can't directly hit them. Get your spacing back. People hate it when Sheik has a good position.
Try not to forward tilt shields at point blank. Actually, attacking shields at point black is bad in general unless you're doing aerials or down smash or something (like, fair > f-tilt is okay on occasion because people sometimes try to shield grab the fair and the f-tilt catches them but just walking around tilting blocks is bad). Just grab them. Or reposition. Notice how the latter keeps coming up as a good option? Nobody actually likes approaching a well-spaced Sheik (except maybe Falco).
Your last stock of game 2 was very solid. You should be trying to play like that all the time. And then play better than that all the time.
Go for more guaranteed stuff at high percents. Unless uair will kill, just fair. Similarly, don't bother with dairs when Marth can be killed with simple fair > edgeguard. Dair's purpose in a combo is to build damage. If you can just kill them with a boring fair > edgeguard at like 100%+ then do it instead. It's not as fun, but it's objectively better.
I think you need more versatility in your movement. You use a very limited repertoire for spacing; mostly just short dash dances and WDs. Mixing in wavelands with your SHs will give you a lot more mobility. Similarly, learning how to do Sheik's "trot dance" will give you a longer dash dance distance and more complex dash dance game to work with.
You played much better as the set went on.
Nice Sheik.
