If you grab another Marth at zero percent, you should fthrow and then JC grab him again. It's pretty standard, I think. I guess you could try to mindgame an fsmash if he's DI'ing for the fthrow but the most you'll get is twenty damage and you won't be combo'ing or anything out of it.
Past like... five percent though, it won't work, so you should pursue with fairs or dtilts or whatever else instead.
You fsmash a lot... really I think it's better to combo into it, especially at low to middle percentages. You don't seem to use fair approaches a lot and... I'm not sure how useful the Dancing Blade is on someone as floaty as Marth.
It might be just me, but I'd use the Dancing Blade to stall in the air to avoid being combo'd rather than the doublejump for the first time, anyway. If you do end up getting hit, you lose out on a recovery option and also doublejumping puts you up into the air where it's easier to intercept you.
Holy crap dude... stop fsmash approaching! Use your fairs! At middle percents, I'd avoid using the nair to approach and switch to the fair instead because the nair has too much knockback to be combo'd out of easily.
I don't get it... you roll a lot when you should be wavedashing and wavedash a lot when it doesn't matter... I know it feels risky to wavedash instead of roll but it really does help. Also, you're messing up your wavedashes. If you look carefully, your Marth leaves the ground very slightly before wavedashing, which means you're not airdodging fast enough. Work on the timing and you'll get more distance and you won't run the risk of suiciding when wavedashing for the edgehog.
You might want to look into your edgeguarding. Like what you're doing works against this person, but probably won't on someone better. As a Marth player, you should know about when he's going to Dolphin Slash, so anticipate and through the fsmash out there.
The fsmash is slower than the Dolphin Slash, so you're going to have to start it before they do in order to hit them, assuming they don't mess up the sweetspot. Lightshield edgehogging and just normal edgehogging or timing a dair at them works too. Crouch cancelled dtilts I think are questionable because Marth's sword reaches up over him when he's recovering so you'll get hit before you can connect with the dtilt, which is definitely going to throw off your spacing.
Your shffl'd fairs are a little high, which is why you're getting grabbed. Do them closer to the ground and it won't happen.
Marth shouldn't get more than one regrab from the fthrow on you. DI down and away and tech or roll away or spotdodge.
The uair juggle is... eh. If you have them in the air, I'd recommend a fair or something first. The uair has a lot of aerial lag to it, so it's basically going to be the last hit you're going to get on them that trip into the air. Fulljumping it and using it at the peak of your jump means they're going to have a lot of time to recover.
But yeah... work on your approach, DI, edgeguards, and wavedashing. Your recovery could use a little bit more... thought I guess. In general, I just think there were a lot of risky things that you did that were unnecessarily... risky... which leads me to believe that either you weren't taking this match seriously, you play against people who aren't very good or you play against this person a lot. You'll get punished for a lot of the stuff you do so... watch for that.