never challenge sheik's aerials unless you are at the ideal bair angle, all of her aerials beat yours and the best thing you can hope for sometimes is a dair trade. the matchup devolves into lasering sheik until she approaches you and then not messing up once you start hitting her shield. shine grab is great but usually can't lead to much as uthrow and fthrow are your only useful throws here, fthrow if it will lead to an edgeguard situation and uthrow if you want to get percent on her. don't make the mistake of trying to link a move directly after the uthrow, wait for her to land on a platform and punish that with a fast aerial or a shine waveland, or a waveland grab if you know you were late.
mix up your shield pressure between ideal, late, and fadeaway like you would for any matchup. learn doubleshining to give you a 4th shield pressure mixup and if she's still shieldgrabbing you after that reevaluate how obvious youre being or salute him for being that good