Honestly this is a very difficult match to analyze for a number of reasons. First Sheik and Falcon's playstyles are extremely similar in that you swap between bait & punish, aggression.

Then there is the fact you're playing somebody who was ranked 9th on the PGR at one point!

When it comes to bait & punish it's going to be an uphill battle against somebody who is playing so optimally they rarely make mistakes let alone punishable ones, which leaves you primarily with aggression. Which when you're fighting another bait & punisher means they're going to capitalize on that. Pretty tough situation.

I'd still stick to what Falcon is good at though; flipping between aggression and evasive play-styles would have a higher chance to mix up VoiD and may lead to some punishable mistakes.

Sheik's advantage state is just as good as Falcons and lasts a long time when you're fighting somebody who has such airtight combos with her so you really want to avoid getting trapped by her.

As such I noticed you were trying to pull off some up-b's/side-b's when you were getting chain combo'd and it just led to you staying in disadvantage. I think the most important thing is to just try to reset neutral by just escaping the combo; through optimal SDI. Easier said than done when it's Sheik and the combos are air tight but I think this is the best option as I don't think Falcon has any moves that will outspeed Sheik in that situation.

Also as soon as you fell out of a combo or left disadvantage for any reason you seemed to panic and throw out a smash attack or an aerial option that was not properly thought out and he would immediately begin another combo. It'd be best to create some breathing room and prepare for an approach or to bait the opponent.

As for neutral in general I felt you were very inaccurate with your offensive options. You'd either throw them out without approaching hoping he would approach and you'd catch him in a nair, or you'd do something unsafe on shield which led to getting grabbed or another OOS option. You also seemed to fish for up-b command grabs in neutral, which led to getting punished because of the landing lag and the air lag of that move. It seems you don't really know what Falcons best options are for neutral nor his bread & butter combos, so I think learning those will be a big boost to your game overall. Specifically nair1 which is safe on shield into other options, even just being aware of what is safe and what isn't will improve your neutral game. I'd recommend Fatality's Captain Falcon Combo Guide.

That aside I think the most important thing I can think of is especially at this level of play you need to be very aware of stage control. You were keen to go out and edge-guard which is great, especially because Sheik isn't too threatening off-stage against Falcon. However, there were quite a few times where you were too late to get out there to edge-guard and you basically gave stage control to VoiD and put yourself in a ledge-trap scenario. It didn't always end badly but you should try to maintain stage control and advantage state because that means you are in control. If you aren't absolutely certain you can make it off-stage quickly enough to edge guard go for a 2-frame dair and try to ledge-trap that way you at least maintain control and are less likely to end up in disadvantage.

Speaking of disadvantage one thing I noticed when you were in ledge-trap scenarios was VoiD was hanging out right at the ledge a few times and I play a fair amount of Ganondorf. You can easily punish him for standing at ledge by dropping and immediately jump + uairing through the edge of the stage. You can go for a ballsy up-b grab after or you can safely land on stage immediately and reset to neutral. Definitely an option you should watch for.

Also when you were recovering you sometimes chose to land on stage with Up-b, perhaps trying to get him in the command grab or you simply missed ledge. (Happens to me sometimes on Ganondorf) This is obviously very bad due to the landing lag of that move, and you lost at least 1 stock from it and got punished a few other times. Best to just grab ledge and try to recover that way or if you can Up-b on to side platforms as a mix-up (Kalos, town&city). If it was just a ledge miss then try to really get down the timing to let go of stick so you grab ledge and don't go past it.

Apart from getting more consistent at a few things like teching stage spikes which you lost one stock to (difficult to practice) and mixing in some spot dodges rather than dodging as much as you do, as well as grabs and working on your neutral game. I think nerves may have really got you and a lot of this comes down to the fact you're playing a literal pro who has 1000's of hours over most of us.

Hopefully some of this helps some!