The limit of airdodge is that if he's ready for it he'll grab you everytime. Airdodge puts you in a special fall state that has more landing lag (10frames instead of the usual 4 iirc).
Shinestall is good to get used to the height where you need to DJ to sweetspot the edge. It's a visual marker that lets you know you're in the right spot. At 0% I'd usually advise to not delay your recovery though. You can act very quick and you don't want to give sheik any time to set up.
A few decent options
First, correct me if I'm wrong anyone, always DI offstage (as you would to avoid every attempt at gimping).
- DJ away > sideB high
At low % she has to guess to catch it I think. Don't upB there, too close : she can slap you EZ.
- fall down > DJ > sideB shorten to ledge
- fall down > DJ > walljump > sideB (either shorten for ledge, or through her)
- fall down > (quick shinestall) > DJ sweetspot ledge
- upB low and close to the stage
Most important thing is mixing them up, if he's confident you're going for the same option everytime he'll destroy your recovery !
Only abuse one option if he's shown he's not ready to catch it.