Sheik and Zelda as far as I see are both close matchups for Mario that are slightly out of his favor (Sheik alone MIGHT be even). Alone, neither is all that bad to deal with. It is intelligent use of both you have to watch out for.
Sheik has a similar focus as you do. Juggle combos, projectile camping, and edgeguards. She is a bit better at camping and comboing and has some more range on a number of attacks, but you have better KO power and some priority walls that can be a chore for her to deal with such as SH double B-airs, D-airs, N-airs, yeah. By the way just keep in mind, her D-smash is still really gay. Not as powerful as in Melee, but still hard to punish.
Zelda is a gay matchup. She outdoes you in KO moves, and she forces you to do stuff because of Din's Fire. Smart Fireball camping can let you outcamp her, but it's very difficult to do, and you will do better if you manage to find away inside her range. Try to charge FLUDD frequently for that one moment where you can FLUDD her offstage while she is using Din's Fire. Try to combo her a lot, because you can do that. Be good at edgeguarding her recovery too. Landing a KO move on her can be difficult because she has a very impressive out of shield game. All in all, it takes a lot of patience to beat a good Zelda player. You need to have good zoning, being in the range where she can't use Din's Fire safely, and in a range where you can stay safe from her aerials and Smashes.
Zelda + Sheik players are a real threat because all they have to do is first get a juggle combo on you with Sheik, get you offstage, transform, and then land like a D-smash out of shield or spotdodge with Zelda, and it's overall a more powerful combination than you are.