The differences between the Falcon/Sheik MU and Sonic/Sheik MU are pretty important, although at a first glance they can easily go unnoticed (Sonic is quite obscure!). I think Sonic has quite a few ways to make aerial needles unsafe (although platform needles are a lot safer) since he's so quick; he can run under needles and punish if they're misspaced or wait until her landing (initially respecting the storm) and then either get a punish on landing or steal space and apply pressure. This is where it the difference between Sheik/Falcon and /Sonic start to come up. While Falcon's grounded options in run are pretty limited (basically just jc grab), Sonic has dsmash (which is great out of a CC, another area Falcon is generally weak in), side b (which leads into all sorts of lines of punishes), down b, blast attack (BA), jc grab, gatling grab (covers shield and puts out a hitbox on frame 2), shffl aerials (particularly sweetspot fair which leads into any punish you want really).
Of course, not all of these options are available to immediately punish needle camping and such (I got carried away explaining lol), but Sonic's got a lot of tools to convert from neutral into punish game and that's what makes it extremely difficult for Sheik: her zoning isn't completely safe (head and legs from below exposed in general) and she hates good CC options, which Sonic has in plenty. Against Falcon, Sheik generally only has to look for nair and grab, and be aware of other things like stomp, knee, and raptor boost. A smart Sonic who mixes up what he's doing is a lot less telegraphed (you can react to Falcon's shffls, but can't stuff on reaction Sonic's grounded options which are a lot more ambiguous) and therefore it takes a lot more mental game and luck for Sheik to beat Sonic vs beat Falcon.
Sheik is also hella easy to juggle and edge guard as we all know. I'm not sure how easy Sheik can edge guard Sonics who know how to take full advantage of spinshots and side b pullbacks (and who know how to sweetspot amirite?), but I'm sure grab ledge bair is great at dealing with low recoveries. How do you generally edge guard Sonic's recovery going high?
Sheik has a great punish game on Sonic I'm sure (great grab follow ups, great tech chasing); I'm just wondering how easy it is for you to get a grab or set up a tech scenario outside of throws at low percents. I'm also curious how well Sheik juggles Sonic at mid --> mid-high percents since he's so floaty and really only has to worry about being killed off the top because of his good recovery (unless I'm underestimating her edge guards; then it becomes a lot more tricky).
As for MK, I'm glad that you mentioned needles because honestly that's the only thing I think keeps Sheik in the game. Otherwise I'd think it's impossible at a high level. Unless the needles are absolute crap (or are read), they're pretty safe and set up for throw comboes (which ideally are a zero death; if you don't get the regrab surely you should be able to react to the tech option). I also think that if you find MK offstage that nair is a good option to stuff his recoveries (none of which are disjointed except Shuttle loop) (it initially surprised me you didn't mention it; it's his best option from below ledge, although it doesn't come up as much in this MU as it does in others I find), although needle gimps often net me kills at 30% or less. Punishes with uair and dair, and tilts are also really strong. MK is definitely the easiest combo weight in the game.
A cool kill confirm is bthrow DACUS at about 85%+. The thing is, he's got the options to both stuff grabs, infiltrate space with aerials we have to respect until landing, and a great CC to deal with any tilts for basically ever (plus great options out of CC).
Sheik by far wins the punish game in the MU even though MK has good edge guards, especially when SDIing even works on uairs - he'll never get more than two. Getting hit by uthrow dair at 70-80% is really annoying since he'll get at worst an edge guard which will likely be the stock.
Just want to say I think if he finds a way for you to shield through projectiles, zair, etc. that his jab is pretty safe because of its range and speed, like Samus. He can also fade back whenever he wants really.
I'm not convinced the MU is so simple. His CC dtilt is quite annoying to deal with, although it loses to aerial needles and quick, unpredictable aerials like AC fair. Obviously grab beats attack but a well timed dtilt will stuff us. Yoshi's dtilt is basically Marth's dtilt frame data-wise, and knockback wise. Although Yoshi doesn't have the best approach options neither does Sheik and I'd argue that Yoshi deals pretty okay with needle camping and is one of the best in the cast at edge guarding Sheik too. The loss of a guaranteed chainthrow hurts and the fact that he can jump out of shield now means that our tilts aren't safe either and neither are our needle grab setups.
I've always thought this MU was free af, but after watching that set (have you watched it?) I saw that Flipp was able to use platforms quite effectively and was able to live for a long time. Having the transform is really neat but that doesn't mean he can't get those kills out of a tranq or random fly by when we shield. Also, Snake has no problems killing Sheik himself, being able to rack up damage off of a dair chain extremely quickly.