Hey just for some context my region(WA) is filled with tech skill monster(probably inspired by SilentWolf) foxes that move around super fast and can do every bit of tech skill really well, but they are lost in the neutral game. I feel like you have a similar problem. I will try to explain it as best as I can.
At 0:04 you nair towards him but do not even get close to hitting him(literally landed right in front of him) and since he suffered no shield stun it was the free-est grab in the world. Every aerial you throw out is always instant no matter the situation. That is wrong. You need the strong hit boxes or late/low hit boxes especially on shield. Also throwing out moves super early when approaching from across stage is SUPER committal and easy to read. I feel like you do things without considering the opponents position/options. If you want a few more examples of bad aerials :21, 1:39, 2:09, 2:17, 2:28.(all of these could have been crouch cancel grabbed and then thats your entire stock if the sheik does not mess up, or if you were playing against a higher level sheik)
At :29 when you get the drill shine, which was very smooth btw, you wave dash back instead of grabbing and up throw up airing(or even back air you did not hit many up airs(like 0) when he Di'd)
I want you to watch yourself from like :59- 1:25. You got a nair right at the start and he rolled to the edge of the stage. Perfect. He is cornered, and honestly that was a super easy roll read especially because your opponent has done it so much already... But then you back off, run to the opposite end of the stage and then approach? Fox is all about staying on your opponent and putting as much pressure on them as possible. In addition this kid just needled you like twice for 0 reason. Its like a billion frames of lag throwing needles on the ground.
Alright so lets talk about movement. You are basically wave dashing everywhere. Not only is that slower, but it also is just super telegraphed. Work on dash dancing and incorporating that into your game. Utilize the full length of the dash and remember you can turn at any point in it or extend it with a fox trot, but also be capable of doing extremely tight and accurate dash dances(dodging an attack by a pixel) and getting the pivot or jc grab.
TLDR(Though you really should read everything):Your punish game is bad(at least on sheik), your di is pretty bad,your movement is super linear and you dont use platforms well, and it seems like you do not know what to do in the match up. You need to utilize running shines, crouch cancels, and drill shine more. At least until sheik is outside of crouch cancel range. Make sure you follow up when you hit a shine.
This is my first post really giving advice to someone. I tried to be as fair as I could, and don't take the TLDR to heart, I just needed to summarize quickly.