So I don't main Sheik but I use her every once in a while and these are a few things I've noticed. I'm sure a few others of you may have noticed these as well but I searched and couldn't find much on them so I'll bring them up.
Dash Cancelling
Okay so there are two ways to stop a dash outside of your foxtrot range. You can either press down or set the analog to neutral to make Sheik do that nice and laggy stop, or you can press back to make her do that turn around laggy stop. Obviously you can also jump for aerials, upsmash, B moves etc. But there's a way to cut some of the lag on her turn around stop that may help lead into some combos or a decent Dsmash atleast somewhat like the Melee days.
If you do the turn around stop for a dash by pressing back, but then immediately let the analog go to neutral you have to wait for the entire skid animation to finish before you can do an attack. However if you continue to hold back slightly longer and then set it to neutral it should cancel the skid animation much faster into her neutral standing position. Out of this you can jab, ftilt, dsmash, whatever you want to do. You'll be able to attack in either direction. This is noticably faster than holding down or letting the analog go to neutral to stop Sheik's dash. It's somewhat specific to Sheik but for a few other characters this way is faster as well.
It's certainly not as fast as we all want it to be but it might give you the opportunity to get in some more forward tilt combos when the opponent has gotten away from you. It's a simple enough thing and I'm sure some of you have been doing it either purposely or by accident for a while. In conclusion, don't press down to cancel your dash animation.
Vanish Lag
There are four different ways you can lag upon landing after Sheik's up B.
1. You vanish high up and free fall to the ground (most lag)
2. You vanish straight into the ground (second most lag)
3. You vanish to just a little bit above the ground (very little lag)
4. You vanish to about 1 to 1.5 the height of Sheik above the ground (effectively zero lag)
I don't have a clue how to really put this to any use but I thought I'd mention it.
Dash Cancelling
Okay so there are two ways to stop a dash outside of your foxtrot range. You can either press down or set the analog to neutral to make Sheik do that nice and laggy stop, or you can press back to make her do that turn around laggy stop. Obviously you can also jump for aerials, upsmash, B moves etc. But there's a way to cut some of the lag on her turn around stop that may help lead into some combos or a decent Dsmash atleast somewhat like the Melee days.
If you do the turn around stop for a dash by pressing back, but then immediately let the analog go to neutral you have to wait for the entire skid animation to finish before you can do an attack. However if you continue to hold back slightly longer and then set it to neutral it should cancel the skid animation much faster into her neutral standing position. Out of this you can jab, ftilt, dsmash, whatever you want to do. You'll be able to attack in either direction. This is noticably faster than holding down or letting the analog go to neutral to stop Sheik's dash. It's somewhat specific to Sheik but for a few other characters this way is faster as well.
It's certainly not as fast as we all want it to be but it might give you the opportunity to get in some more forward tilt combos when the opponent has gotten away from you. It's a simple enough thing and I'm sure some of you have been doing it either purposely or by accident for a while. In conclusion, don't press down to cancel your dash animation.
Vanish Lag
There are four different ways you can lag upon landing after Sheik's up B.
1. You vanish high up and free fall to the ground (most lag)
2. You vanish straight into the ground (second most lag)
3. You vanish to just a little bit above the ground (very little lag)
4. You vanish to about 1 to 1.5 the height of Sheik above the ground (effectively zero lag)
I don't have a clue how to really put this to any use but I thought I'd mention it.