I don't know exactly how you play vs everything, so I'll just tell you about Marth vs Sheik. At low to mid percentages, sheik can chain throw a marth if marth's DI is incorrect. What you want to do is look at the control stick on your controller. You want to be DIing in the direction behind sheik, and one half notch up. If you do it straight back, you'll get an up smash and same with diagonally up. If you do this correctly, you'll be able to use an over B to a forward air to stop any potential combo.
Another point is that if you DI away from a sheik's forward tilt at all, you cannot get F-aired out of it.
Offensive options: If you can manage a grab, sheik's most vulerable point is when marth is beneath her via an up throw. If the sheik does not DI up out of the throw she can get hit by potentially three up tilts, to a back air, forward air, forward air, neutral air in that order. Even if she DIs out of the throw and doesn't get hit, you can still follow her around beneath and harass with up tilts. All sheik can do is jump around and try to find a safe landing spot, so it's rather predictable what she will do.
A general rule of thumb is that whenever, WHENEVER, whenever you get a sheik off the stage, you get your *** on the ledge and make her land on the stage. If you force a sheik to land on the stage, she has incredible landing lag and marth can do mean things to her. For example, if you're on the ledge and she goes for the stage, you can ledge hop an up air to toss her up and if the percentages are right, an immediate tipper. If she's at higher percentages, you can ledge hop a well placed neutral air. What the neutral air will do, if spaced properly, will knock her off the edge in the opposite direction pretty far. Most don't expect it so they won't DI it properly and might die just from that.
Defensive options: When recovering as marth, to get the best use of his over B recovery, you pretty much always want to save your jump until after you're in position to up B or grab the ledge with a jump. What this does is if you fall into sweet spot positioning and they think you're about to up B you can jump to stall and they'll get off the edge and you can recover safely. If you jump THEN use the over B, it doesn't help your momentum as much and you fall a LOT faster.
Pretty much you do a lot of the things I would suggest, but you need to work on defensive DIing. She's comboing the hell out of you because you're straight up DIing into her and letting her do it. You need to DI away from 90% of sheik's comboing moves on the ground, but make sure to DI up if you get slapped - that's the best direction for marth if you get a F-air.
Tell your sheik friend that if you are DIing behind her at +100% to avoid a slap, that instead of back airing use an up air. It's unexpected, and you probobly will DI into it and die.
Work on your spacing more, at some points in the match he's just blatantly waiting to shield grab you. Marth has all that range so use it.
