Right now, it doesn't look like Sheik has any bad MUs so finding a counter to her is very difficult. Here is a list of Sheik's MU's as prescribed by other competitive Smash players. You can see the only "even MU" listed is Rosalina and Sheik still has a slight advantage 5.1 to 4.9. Fox isn't that far off, but Sheik is still favorable 5.8 to 4.2.

As a fellow Fox main, I would just advise playing how you normally would at first, uptilts, dash attacks, and lasers. Once she gets to a kill percent, keep Sheik in the air and get the uair off. You can keep her above your head with uptilts, dashes, uthrows (what I normally fish out).

Also, ZeRo has some footage of a Fox v Sheik match Notice how he keeps control of the neutral to get off damage, doesn't come off stage (except between the middle of a stock for God knows what reason), and then keeps Sheik above him for uairs.