lol you dashed right into it at the worst possible moment
Edit: Just some general things. You have some bad habits like you shield at inappropriate times also you have a rolling habit when you are charging needles. Saw it a couple times when DK ran at you, you always rolled forward. Use shield to cancel your charge and dash back or attack or do something before DK gets into the zone. React before the bad situation happens, although against DK its not too bad of a situation because his forward attack options are lacking.
When I say you shield at inappropriate times, your shield management in general is bad. You shield when you do not need to 1:37 is a great example. Your below DK on the platform, DK is also preemptively shielding, and you pull up shield? And you keep holding shield, giving DK enough time to drop his shield, platform drop and grab you. Remember you can jump out of shield, so you could have air attacked him at the very least. No reason to go on the defensive. Remember shielding is strong in this game, but it is also one of the options that limits your own. Smarter shielding next time.
Also avoid taking all hits of DK's upB. Anticipate the situation and avoid it by retaliating or creating more space, or by timing a forward roll so that his back hitboxes don't catch you. Remember DK can not move backwards if he does grounded upB.
Lastly, please do not double jump high off of the ledge like that, and expect to get on stage. @5:08 you double jump from the ledge and try to get off the stage. In that situation, you essentially eliminated all possible options of getting onto the stage, and as long as DK's timing is good, which it was, you could not have avoided damage no matter what you do. Sheik is a character that you have to be careful with your DJ, because you don't have good horizontal aerial movement or momentum canceling so using your DJ that quickly will get you screwed.
You're improving though, better than the last videos I saw. Transitions were smoother although you still really have to get buffering down and be able to move with Sheik at the fastest possible speeds. That comes with practice though and just playing, otherwise think about the mental aspects, zoning, and really try to think from the opponent's perspective. "What would I do, if I were the opponent going up against me?" Thinking about how to defeat yourself will help you find counters and ways to avoid the worst situations.