Well, looks like your having alot of trouble on some basic stuff that can be easily avoided.
I know on yoshi's sheik can escape the CG due to the platforms, CG her to 40% then u throw her to fair or bair if she di's behind which leads to free edgeguard.NEVER WASTE A GRAB.
When you recover sometimes you attempt to fair her, shiek can get inside your fair pretty abdly so fastfall to the edge to get away from her edgeguard.
Learn how to do the waveland onto the ledge, this **** is probably one of ganons most usefull tricks.
When pressuring sheik on the edge, keep your space, dont make a wall of fairs right hext to the ledge, space it out so if she comes up and fairs it wont hit inside yours. Another option when sheik is on the ledge is rolling facing towards the stage right next to the ledge and sheikding. If sheik fair she will go through your sheild and you will grab her since shes on the other side, this catches alot of ppl by surpise.
Good stuff though, some good moments in that vid.
If you want an example heres a match of me vs. a sheik on YS also-
http://youtube.com/watch?v=mMIMkumXLLo
Check it out, a guide I wrote a while back, it has some good advice.
Sheik-When your fighting sheik it's a grab game. Whoever gets the first grab should be walking away with the opponents stock. Getting a grab can be difficult because of sheiks advantage in speed and manueverability compared to yours. But nonetheless that just means your going to have to put that much more faking out and spacing than the sheiks part.
It's important to always keep yourself moving against her. Dashdance and keep her at bay with aerials, when your fair her shield remember to jab which prevents her getting that nasty grab. Sometimes sheiks get frustrated and attempt to rush in for the grab. Simply jab them as they try to grab and grab them after the jab. A trick I use is do a full jump stop then jump and stomp again. Most sheiks will run in to grab since they think that your going to the ground after the first stomp, but BAM! the ***** gets stomped. Don't waste your stomps at low percents, you can choose to either combo her or grab her out of the knockback(I prefer this).
Out of your grab you can CG sheik to around 85% then which it is best to finish off with a f-smash if they DI forwards, u-smash if up, and f-smash if they di back. ALWAYS finish sheik, you want to dispose of the ***** as quickly as possible because if she gets back to the stage and gets that grab on you thats a stock. On platform levels you can do as you choose before sheik techs on the platform, some options are waveland(what I do) and grab sheik as the techs, or fair/uair techase her from below. Slow full jump and double jumps are great for making sheik approach. To do this full jump or double jump and DO NOT fast fall, this makes the opponent nervous when your above them for such a long time, instead of fairing as they shield just run up and grab! Trust me it works somehow!
Edgeguarding sheik can be a pain, if she gets close enough and she hasnt up-b'd jump out there and bair/uair her. Otherwise grab the ledge and let her get on the stage , waveland off the edge and do as you please because of her lag time.