Hi Rice I'm in Chicago too! It's hard to diagnose your problems in the matchup without video/descriptions, as there's no "one trick" that will win you the matchup. Though this is Fox favored, I would argue that it's not particularly crazy at the low/mid level. The biggest thing to take note of about low/mid level Foxes is to watch their attack patterns. Though Fox is busted for the amount of options he has, most Foxes at this level will laser camp -> dash dance -> nair/dair in a fairly consistent fashion. Use your superior range to play slower and understand their patterns better.
The reason I emphasized understanding their patterns is that spacies often have poor spacing, backing up unsafe aerials with shine-pressure/raw speed. If you can position yourself for them to whiff by utilizing minor dashback grabs at lower percents or wd-back->f-tilt at higher percents, I think Sheik can totally destroy low/mid level foxes.
If you're still figuring out the matchup, I would suggest that you play patient and slowly advance with needles/fairs to take up space. When the Fox jumps in, wd back to f-tilt/grab is a fairly standard whiff punish. Getting a grab is near necessary to succeed in this matchup, so make sure you know how to techchase well to capitalize on your d-throw. Moreover, at this level, I would think to abuse needles to get an easy grab, as Fox will often take the needles or try to shield them, both setting up for a punish if you're not too far away.
I hope this helps in some shape or form! If you want, we can look at one of your sets or we can talk about this in greater detail.