This seems a lot less like Fox being a really good character and more just this Fox player is currently a better player than you. Which is not a problem, everyone starts out like that. Keep up the practice on general movement (wavedashes, wavelands, short-hops), needle turnarounds, SH L-cancel AND autocancel aerials (super duper important on sheik in particular). Be focused on being able to link one action into another action ASAP when you practice.
As for your in-game decisions, there some noobier habits I can point out.
You got punished quite a bit for when you get sent off-stage and then tried to DJ immediately back to stage. Don't burn your double-jump early by jumping onto stage, wait until you are at a height where you can sweet-spot the edge with your double-jump or jump back and sweet-spot with your up-B. These are way safer options and should be your go-to instead of jumping into an upsmash on-stage, or worse, a fsmash. You get sent back offstage except with no doublejump, and that pretty much means you're already dead.
For shield pressure, I saw you try fair->ftilt. In fact, lots of times, I see you throwin' ftilts here are there. Contrary to what many scrubs think, ftilt is not THAT good. Misspaced, its gets shield-grabbed very easily, and sometimes loses to other OOS options if the char has a longer-reaching OOS option. On top of that, easily crouch-cancelled. Lots of better Sheiks say you "unlock" ftilt around after 40% or something (character dependent) when CC'ing gets less relevant. For hardcore shield pressure, space SH-AC fairs and just watch for the OOS options as they come (rolling, spot-dodging, grab, jumping, etc.). You can also do AC fair/nair into utilt to bait and punish people for grabbing. Utilt can be shield grabbed in between the two hits, but that is a very hard timing and if the 2nd hit of utilt hits, utilt ends so fast you can immediately jab or dash away before a person in shield can really do anything about it.
Something you should learn to incorporate in your game is wave-dash back into grab. If Fox/any character tries to approach you willy-nilly with aerials, WD back to dodge their aerial and just grab -> 0-to-death kill them off it.