Yo! I'll point out a lot of mistakes that happened, intentional or unintentional. Work on wavelands, and overall speed of your sheik. Being able to use needles from the platforms, and jump WD back to B-air etc. has helped my game a lot because it is much less predictable.
0:41 - He read your off the ledge fair and punished it with his fair. You repeated the same thing and almost got punished the same exact way. Try not to be predictable off the ledge
1:19 - Should have B-air'd as you got onto the stage and got him off. Then edgeguarded accordingly.
1:28, 1:31 - charged d-smash what?! ha I'm sure I don't need to say, don't do random charged smashes. I loved the days when people ran into them, but they are over
. Especially against ally! lol
1:50 - should have shot those needles to give you more time to set up an edgeguard, or just for more damage
1:51 - d-smash doesn't work as a great marth edgeguard really IMO. Most marths sweetspot or you get hit and they don't. Or they luckily trade hits and the marth lives and you can't get to the ledge again to re-guard. I often hang out closer to the ledge and if they come too close either WD off Bair, jump out bair, or jump of the ledge and bair them away. I still need work on marth edgeguarding though.
1:57 - Go for the sweet spot if you know you can get it. They can't punish a sweetspot nearly as easily as they can you up-bing on the stage. I would have came in a little lower and if he held the edge then up b'd onto the platform if I didn't think he'd hold it. You came in really high and it was obvious you weren't going to sweetspot, allowing him to read you and jump onto the stage and punish accordingly. They shouldn't be able to make that read so easily, they should guess between sweetspot and on stage until the second you disappear. His guess was only on ground, or on platform, luckily for you he guessed on ground and only got a nair instead of a f-smash.
For the most part it just seems you need to learn the match up a lot better. You kept trying to do things against Marth that do not work against him. You also came off the edge with f-air a LOT and after he started punishing you, you did it again lol. I do this often too and the same happens, but try to vary up the ways you come off the edge more. You also have WD on, jump, roll, tap on, and shino stall. Work on edgeguarding Marth. Work on quickness. Work on predictability.
My favorite matches that taught me this matchup are the KDJ vs M2K from MLG. Watch KDJ's sheik and how he edgeguards m2k. How he changes things up, how he approaches various ways, etc. I still watch them at least every other week and have been for like a year just because KDJ is that good. lol.
Good luck bro, hopefully I'll see you at some bi-weeklies soon!