A few times I found you waiting for me to come and attack, but other than that you were fine!
With Sheik you have to try and predict her air moves, that's one of the best ways to deal with them.
Lucina is one of my mains too, and I find that using her Charge B in air towards your opponent catches them off guard. Either they dodge it, it hits them or it hits them on the ground and breaks their shield (thts the best time for a taunt also)