So first thing I notice after watching for a bit, is that you're really uncomfortable with your tech skill. At 0:06, for example, you land after hitting him with a float > dair and just freeze up in shield. Not something you ever want to happen, especially against Falco (at least it looks like you froze up, dunno if you had a plan, but if you did you didn't execute). Practice moving fluidly out of all of your moves when you're grinding tech skill. Practicing things like FC aerial > dash away/jump/wavedash really help to get your fluid movement down after doing a move.
At 0:09, you saw Falco, after shooting a few lasers, come in with a nair. You then move forward and try to fair, only to get stuffed by his nair. Fair is a very good move in that it knocks down really early, has a lot of range, power, and initiates good pressure, but you don't want to move forward with it in that position (mainly because the startup it has leaves you vulnerable for a while before it comes out). You're essentially running into his move. If you had started the fair while moving back, you would not only have made his nair whiff, but your fair would have caught him in his lag, and you would've had a very favorable situation.
0:21 Here, you have him pressured in his shield, he rolls. Then you float a very low height and get shot out of your double jump (I assume you double jumped to correct the low float? But you'd already floated, it would've been better to land, shield/powershield the laser and float out of shield to regain your position). Basically, don't float that low vs Falco unless you've got him in his shield, because it doesn't offer a good defense vs his lasers.
I'm noticing that you're rolling out of his pressure a lot. This is ok vs Falco, since he's kind of slow, so if he commits onto your shield with pressure and doesn't fade away, you can just roll behind him (like you do at :41). However, this isn't good to use liberally, because if the Falco picks up on this, he can just laser before you get the chance to float (if you don't shield the laser), or hit you with an aerial (like he does right after you roll). Another thing to keep in mind is that you're losing a lot of opportunities to convert something off of his shield pressure (shield grab, nair/downsmash/upB OoS). Rolling is just a way to try to reset the situation, but this isn't always effective depending on where you are, and isn't always optimal, either. So, basically, just mix up what you're doing out of shield, and make sure it's appropriate depending on the pressure he's doing (ask if you want specifics on this).
0:44 That was a bad position to try to fair him. In general, when you're offstage, concern yourself first and foremost with getting back on, not with hitting your opponent. If they try an unsafe edgeguard or throw out a move you can punish, then hit them, but Falco was waiting for it and was in the right spot to punish you.
:50 You could've done a lot more than just run away. On called approaches, Peach can run away > CC > downsmash, or shield > shield grab (judging from his momentum, the grab would've hit him, since her reverse grab hitbox is fairly large), or wavedash away > punish his landing lag. Just to name a few.
:58 From a dash attack at that percent, nair. Uair sends him too far away for anything else. As Peach, you want him offstage much more than you want him above you.
1:02 Good idea, but you weren't spaced well enough away from the getup attack.
1:07 Again, don't try to hit him while recovering. At 1:10 you were too hasty in trying to get back to the stage and got daired. Recovering as Peach requires patience, especially against Falco. Don't be too hasty.
1:16 You've fallen into the Peach trap. You've just taken a stock, so I can pull a turnip now, right? And now you see him coming at you with invincibility, so you shield. Very bad idea. Shielding with a turnip limits your out of shield options horribly. Against invincibility, just do your best to stay away from him, by using high floats, or getting to platforms. You WANT to move when someone is invincible, not shield. Especially not with a turnip. I would personally advise against pulling turnips the moment you take a stock.
1:20 After that dash attack, I don't think you should have rolled. You gave up too much stage there and didn't really initiate pressure. Considering that a dtilt might've killed you, perhaps setting up a float and searching for something would've been better.
1:28 You want to establish pressure, but you're way too low, and so you're getting shot. Maintain that height where he can't SHL you safely, and has to full jump/double jump to hit you (which is very unsafe for him). He has other things he can do (like attempt to bait you with dashdancing), but you can deal with them once you take his laser out of the way.
1:35 You rolled here, and I don't think you should have. You're just keeping yourself in the corner. I feel as though shielding for a bit to see whether he would challenge it or not would've been better, and then you can just wavedash back/FJ out, but it's hard to say. And then you get kicked for trying to defend yourself with dair against his bair.
Not much to say about the second stock you take from him. But then when he respawns, you get hit for throwing the turnip you pulled after killing him, instead of trying to bait his invuln/staying out of the way until it wears off. And it converts into a stock.
2:29 That was a bad angle to approach with bair from, considering he had a lot of stage to work with. And you got shot for it, froze up, and then got comboed. You can't allow yourself to freeze up after getting shot by Falco, it just gives him pressure for free. You could've airdodged away after getting shot, or tried to put up shield when you got down, but honestly that situation occurred because you tried to approach him when he had the majority of the stage, with a low reach move and got lasered in a terrible spot. It would've been better to end your float on the platform, then get off of the platform and try to float from there (jump off the platform and float at a height above his lasers, for example).
2:36 You should've waited for the tech after the dash attack, before you downsmashed. The tech granted him enough invincibility to dodge the entire downsmash and shine you.
2:46 Rather than DJ backwards, you could have simply ended your float and naired him again, to secure the gimp.
2:50 Wait for the laser before approaching him, is usually the rule vs Falco when you're floating above his lasers. If you can make it so he isn't sure of when you're going to land with your aerial, or can bait a laser from him through your movement, then you gain a big advantage.
3:03 When he jumped onstage, you should have dipped straight for the ledge.
So, all in all, you seem to have some idea of the matchup, but struggle in key areas. You've got to float above his lasers. Getting shot out of float does nothing but give him an advantage. To add to that, you can't approach him however you wish in this matchup, just because you're floating over lasers. Wait for him to shoot, wait for him to make himself vulnerable (if he FJs badly, shields, shoots a bad laser). Vary your out of shield options into things that will hurt him (shield grab, aerial OOS, etc) rather than just trying to get away from the pressure. When recovering vs Falco, be VERY careful. He actually has a lot of tools for edgeguarding her (his FJ poops on our high recoveries since dair/bair are extremely dangerous options that he actually CAN reach us with if we go high), lasers kind of cover the middle ground, and dair/downsmash are available for low recoveries (so learn how to ledgetech these). Be patient, try to see what he's going for and avoid him. If you have float, you can afford to stay out a little, try to bait actions from him that you can hit (but don't swing if he doesn't bite). Use your double jump with a lot of judgement. Use it too close to the stage and you'll get hit out of it and won't gain anything height from it. Of course everyone can be hit out of their DJ, but it's easier for Peach to be hit out of hers since it's visibly slow. In general, don't try to recovery high vs Falco if you can help it. And don't try to challenge his aerials (in general, but especially when recovering), since his generally beat yours.
I would recommend working on your combo DI, also. If you can consistently SDI his dair, he won't be able to shine you, and you can get a lot of downsmashes off of whiffed shines (they'll be holding down, too :D) DI his combos down and away, generally. If you can react to utilts, DI those towards him. Also work on your combos vs him. If you can learn how to get Falco from 0-80 or even death consistently, the matchup gets a lot easier for you. For the time being, I'd suggest watching Armada and trying to imitate what he does, watching the percents at which things work/don't work, and things like that.
I'm not really good vs Sheik, so I'll leave that alone (unless you really want me to, I suppose, but that's not really my area). Hopefully this helps. I think I wrote a lot more than I intended, so if none of it does any good, I'll be sad.