What's up fellow ex-indiana smasher!
Your Sheik buddy needs to start doing a couple things that'll help him out immensely:
The options he chooses from the ledge need to be rethought and made more efficient. He rarely (if ever) wavelands into the stage from the ledge. With Sheik, that's so nice because it opens up a lot of options. In addition to that, his ledge hop aerials were coming out way too late. Usually this is because he was over extending himself trying to hit you, but occasionally it looked like he just went too high. Let him know that if he doesn't feel comfortable switing air with a fair from the ledge, he should throw a needle and then follow up with a dash attack or dash cancelled grab. The needle won't hit, but the cancelled lag and the slight distraction will generally be able to give him some sort of mixup.
Down throw. Motherfucker, downthrow techchase downthrow. Downthrow techchase downsmash. Get him to do it more.
Not a "need", but more like a "this will help a lot". He should learn Reverse Needle Cancelling. This gives him the option to switch up his aerial approach after already making a small commitment. In addition to that, it is a great option for a quick "holy crap I need to put out a wall of priority on a target that is out of my reach" if you run forward towards the ledge/off the stage opponent, jump, and RNC into a back air.
It's also quite useful just turning around or getting that quick ledge grab from a dead run.
On spacies that are unluckily in range: utilt > (optional)utilt > grab. Really good on YS. Instant 30 damage that leads into ????? profit.
Extending combo's with down air is pretty priceless. For instance, at 1:32 in the first video, he should have jumped up and dair'd you, and then jumped up for the fair kill. It's a really nice extender that I don't get to see used enough, and there are always situations to use it. Dair is a pretty nice move in general, and can get you a quick gimp if you catch someone at low-med % with it from a ledgehop. Leads to quick grab, fair or nair.
Speaking of which, this guy doesn't nair at all. It's soooooo freaking good. Nair OoS is one of Sheik's better options while in shield.
Teach him how to drop off a ledge and do rising nair or bair for the guard.
And finally (for now), teach this guy to short hop, please.
~BunBun