I generally DI towards Sheik after the Down Throw to avoid the Fair afterwards as they tend to jump forward. Just be sure to mix it up.
I feel Fox vs Sheik is a very aggressive MU so you have to be patient. Fox's combo game on Sheik is excellent as she doesn't have many options when she's being juggled so if you can dictate control of the match, her responses are limited. Trying to force options on Sheik is very scary as she can rack up a lot of damage very quickly and dash attacks are fairly bad against her due to mobility, general speed and her sick down throw. At the same time, she doesn't have to commit onto you so ideally you want to frustrate her as much as possible. A quick laser here, the odd Nair there. Your neutral against Sheik is fairly standard but the MU is decided by who's able to get the bits of damage in and control the game as a whole. All you need is one opening to turn the game in your favour so allow the aggression to come to you but don't overcommit yourself. It's very easy to land one dash attack or grab and try to make too big an opening out of it which just ends up in you being punished. Take small victories until you're able to reliably combo.
Train of thought stuff but I feel this is a matchup that we actually win, if only by a little bit. I have difficulty putting it into words, I guess.
