I'm no expert but here's some stuff to think about/try:
Your goal should be to stay at or outside of tipper range - if you are in this range, then getting hit not only doesn't do so much damage, but your attacks do more damage. You shouldn't be so close to Roy that you get sweetspot fsmashed by him - if you are, you should be bringing your shield up because at percents past 50, he's not going to get THAT much off a grab (if he's KOing at 50%, he'd need to take you from 50% to death or shield is a safer option) and since Marth and Roy have huge grab ranges, if he hits your shield you probably get to grab him. I'm no expert on edgeguarding Roy, but I'd mess around at some point to see if you can CC Blazer; if so CC -> fsmash or dtilt would be my suggestion, if you can't CC it, see about messing around with how far into the stage Roy's sword reaches and if you can't stay outside that range and try to time a dtilt. If neither of these work, you can still use counter (the timing is obviously harder than with Fire Fox, but Blazer is fairly predictable). If you shield dash attack, just stay in shield and punish the fsmash, or else he'll start grabbing after dash attack, which you can start to bait and punish. You can also try to CC dash attack and respond with an attack of your own (you can CC his dash attack to pretty high percents I think). Since dash attack is somewhat readable, you can also try jumping over it and away from him to leave yourself out of fsmash range - you lose some of the stage, but it's better than losing the stage + eating fsmash damage + hitstun.
Not that I can (except on 64 which doesn't count), but shield-dropping through platforms is a solid way to shield any attacks he throws and escapes pressure. If it's a platform where there are higher platforms and not Yoshi's, run to the top one, and make him full hop/commit to hit you, so you can bait it and then escape. If it's Yoshi's or PS, you should look to shield and get off quickly - shielding and jumping away out of shield [onto the ground] is a good way to escape, and you can also just run off bair away from him if you're getting desperate (covers your backside while getting back to the ground). Counter is also useful here if he's always committing to the aerial, though of course don't be predictable with it.
There are probably better people for answering all your questions, and some of this is watered down for brevity, but this should help at least a little.