Just learn Zelda and switch on the fly.
I dunno. I really don't counterpick to Sheik in PM very often as I feel that my Snake is stronger and Snake in general doesn't have bad matchups, just matchups that are slightly more difficult than usual. It's really just in situations where I feel as though my Snake isn't performing well that I switch to Sheik. Stick with Sheik or think deeply about which matchups you have trouble with. From there figure out what the problem actually is, as I doubt Sheik has any difficult matchups besides maybe puff. It could be that you don't understand the rules of fighting x character, it could be that it's just a specific player that has a read on everything you want to do, or it could be that it really is a difficult and frustrating matchup at the root of it all. Introducing additional characters, especially ones such as high-demand as Snake and Lucas seems like a bad move—they're not ones to be left on the backburner.