Alright, so far i've seen match 2, and to prevent me forgetting things, i'll write as i watch. The first thing I notice is an aquard use of the wavedash. It just seemed that you didn't use it at the right times. though it is difficult to draw an attack on a character who uses projectiles that much.
Good job on the shino stall. It was fairly tight and it prevented you from getting edge guarded.
You shouldn't use standing needles, they can get punished too easily. using needles in the air gives you a wider range of mind games and allows you to follow up with an attack or a grab (or a shield/spotdodge if the needles didn't work).
In video 3, i see you having some issues with being patient. Near the beginning, Link misses the initial hit of the upB swordspin, but then before the attack ended, you rushed in trying to dash attack or grab. if you had just waited a fraction of a second earlier, you would have had your way with him.
at 2:30 of video 1, you tilts got relentless! thats the way you should play all the time. But, at 2:50, you were still on the edge. Link caught you with the dtilt and killed you only because you didn't shino stall right away. The standing needles are costing you here too.
overall, the dash attacks are the cause of your being shield grabbed. also, if you are L-cancelling your ariels, you should be able to get away (or grab) if he shields.
you should also work on edge hogging. At 4:00 of video 1, link is recovering from below the stage, looking to sweet spot the edge. you should, at this point, wavedash onto the edge, and then press L or R right before he hits you. You'll be invincible as you roll and the game will consider you "still on the edge". he'll fall to his death. Needles are also a very good edge guarding technique. Don't try things that will get you killed. fast falling into a neutral air will get you killed. If you use the neutral air, don't fast fall, and do it as your RISING (from your second jump). and you can't use it too far from the edge.
Also, a big source of damage for link was your tilts that weren't tilting anything. you had tilts that were hitting air and dsmashes that were hitting air. be sure to space your tilts well so that they ALL hit. if you miss, it becomes punishable, and thats where link pulls off his rediculously slow grab. If he starts expecting your tilts, just start grabbing instead. mix it up.
Hope some of this helps. be sure to play a lot of different characters, you have to play differently against different people and different characters. also, check out the stickied guide to sheik. if you read that word for word, you'll get a handle on what to do against who.
Good Luck
~Kenpachi
have fun