Guuuuys get hyped! Finally managed to record a match of mine! There was another match I had, but I couldn't upload it due to it being too long :<
I already noticed a ton of mistakes in the vid: I didn't use Nair often enough, I was too passive, I jumped a lot, and I made a lot of wrong inputs. I do know how important Nair is; you see, I'm practicing spacing a little, which is why I'm using Fair a lot. If there's a way to space with Nair, let me know.
I also fought the guy's Bayonetta. Should've recorded that one. He was a bit difficult because I lack Bayonetta experience and because there was a bit of lag in the fight. I need to record more of my losses so that critiques may be more helpful.
Ok, let's go. One thing to note: Zelda doesn't have many options for keeping Roy out, so you definitely want to pressure her. Once you get in on her, it's harder for her to push you off, so giving her little breathing room, while still maintain safe spacing, is the goal here. Remember every MU is different, and this wouldn't apply to opponents like Mario, who has a very fast jab and nair.
Considering this, as you mentioned, you're playing way too passively here. From the start of the match, the Zelda immediately takes stage control from you, though doesn't apply effective pressure (probably because For Glory lol). After whiffing the grab, you respond by running away, which isn't the best solution, since you gave the Zelda stage control (idk if either of you were explicitly thinking about that; probably not because For Glory lol). But, that's something you should explicitly think about. Roy has great mobility, so you can use that to space, but you need room to move around in on the stage in order to do that effectively, so try to think about where you are on the stage relative to your opponent while playing.
You don't always execute your aerials properly, which resulted in them whiffing when it should've hit, or getting only weak hits of nair. Sometimes you executed the wrong aerial based on the Zelda's position relative to you (using nair instead of uair or bair when applicable). It's a good idea to learn the hitboxes of your moves on an intuitive level. I would recommend you take some time to try hitting the CPU in training mode with your aerials in certain situations, like the tip of short hop fast fall (shff) nair, or spacing the back hit of falling uair. Try stepping back and hitting the CPU with these moves, properly spaced, from a forwards short hop. Just take some time to get used to knowing where your hitboxes are, and where you need to execute the aerials in order to put hitboxes where you want. Also, keep in mind that sometimes you don't want to fast fall your aerials, specifically nair, so that you get both hitboxes to hit your opponent. Remember that many of Roy's aerials can set up for another aerial as well if they don't DI it, so keep combo strings in mind. Zelda doesn't really have many options to push you away once you start nairplaning her, so keep that in mind, but be careful of characters like Mario, who have fast nairs that can pop you (though, Mario's range is noticeably less, especially when comparing nairs, so well-spaced nairplaning is still possible, you just have be smart about it lol).
I would also recommend you start trying to keep track of what options your opponent has at their disposal based on what options they've already chosen. For example, at 2:18, the Zelda commits to an up+b, and as she descends, she's completely helpless. Your response was to run up and then shield, allowing her to land for free, even though she could not attack you, since she was still in helpless from using her up+b. There was no need to shield, because she couldn't hurt you, so you could easily have gotten her with your dash attack, running upsmash, or a pivot tilt/fsmash, for example.
Your opponent has limited options after doing certain actions. For example, when the opponent commits to a dash, they can no longer use jabs or tilts without pivoting first. When they are in the air, if they don't have a command grab, they usually can't do anything about your shield without landing first, though tomahawk grabs ARE a thing if you're just chilling in shield underneath them lol (also be careful of characters that have moves that deal heavy shield damage, like attempting to shield bowser bomb). If they are sitting in shield, they must wait 7 frames for their shield to drop to use most of their options except roll/spot dodge, grab, and jump cancelled options, though characters like ZSS, who has a frame 1 jab, can still drop shield and respond with jab to intercept your options effectively.
Be cognizant of your spacing relative to your opponent, though, while you keep this in mind, because smart opponents will try to bait you into an option by deliberately whiffing a punishable option when you're too far away to actually punish, and then turning the tables on you when you rush in to punish. In situations like that, you have to keep track of what option they choose to follow with if the bait is unsuccessful. Do they usually roll back after a failed bait? Do they spotdodge? Do they throw out a jab or smash attack just in case you're going to run in recklessly?
I know trying to keep track of so much during matches is tough, it's something you'll have to build towards as you get used to playing, but if you're able to keep better track of what's going on in matches, and respond accordingly, even if it's simply on an intuitive level, you'll find yourself more able to intercept the opponent, win neutral exchanges, and prolong advantageous states to maximize damage and win matches. Anywho, I hope this helps lol.