wow, you and me are fricking twins lol. I've been playing for 6 months so I had to go through all of this.
Since I don't have 20xx I had to rely on old school techniques to practice. Here's what I did during my first two months
Wavedashing- In order to practice frame-perfect wavedashes you can go on 20xx and set an overlay for this. But if you are like me, you can instead go to your music settings in melee, and turn music all the way off. This way all you can hear is your character. Go to vs. mode, melee, and set another controller as a dummy. (if you don't have a second controller, use a lvl 1 CPU and hope it doesn't bother you). Don't ever use training mode. The C-stick is disabled in there. Now go to any stage and practice wavedashing. You'll know you executing it perfectly if you don't hear Sheik's airdodge grunt. It's very distinct and different from her jumping grunt. Basically, if you hear her jumping grunt, you did it perfectly. If you heard the airdodge grunt, you ****ed up. Alternatively, you can roll all the way to the ledge on FD and wavedash back. If you keep the clip, you do it correctly. If you didn't you will fall towards your doom.
L-cancelling- Go to VS. Mode, Melee, and turn Handicap to ON and Damage Ratio to 0.5. Now turn on a lvl 1 CPU Bowser with Handicap to 9, and your handicap to 1. Go to FD, and practice SHFFLing on thin air and on the Bowser. You will see that the two have difference timings. If you want an even bigger challenging, set the mode to Team, and make a team of three lvl 1 CPU Ice Climbers, with you on the other team. Go to Yoshi's Story. You will see that the timing changes depending on the number of Icies you hit.
Teching- This is only exception to the Training Mode rule. Go to Training Mode and enter Hyrule Temple. Go under the long floating platform and spawn several red shells. Hit the red shells, activating them. Now let the red shells hit you. They will send you up and soon your start to tumble down onto the platform. Now tech. Practice teching in place and tech rolling. For wall teching, go to Fourside. Stand on the right side of the tower and spawn a Motion Sensor bomb. Stand on the left side of the bomb, while touching it. Wait patiently for the bomb to explode and then you'll be launched toward the tower. Now tech.
Autocancel Fairs- VS. Mode, Melee, cpu lvl 1 Fox. Stand in front of Fox and practice your autocancel Fairs. You will know did it properly if you hit Fox AND autcanceled (shown by the circlular spike cloud on the ground, rather than the puffy smoke clouds). If you hit Fox and saw puffy smoke clouds, you fastfalled too early. If you completely miss Fox, you fastfalled too late
Techchasing- The simplest solution is to get a friend to help you. If not here is my solution. Plug in a controller and place on the floor, make this 2nd controller play as a Spacie or Capt. Falcon. Now go to FD and Down throw the dummy. He will fall into the no tech state (you can practice Jab resets here). Now using your 2nd controller, use your toes to tap left or right. Then follow the dummy. I know this is good for reaction practicing, but it still gives you the feel for it. This toe method can also help with practice DI followups.
You'll need to formulate a decent practice routine and practice daily to see any results. I personally use Kira's outline, shown here:
https://www.youtube.com/watch?v=0alnT4DiOco
Netplay and locals will help you tremendously with learning the game. I also have found Tafokint's series called Zero to Hero to be super helpful with helping my understanding of this game. And better yet, his first season focuses on Sheik!
https://www.youtube.com/watch?v=J1m4nMl9UuI