Thanks for the input on shield pressure, but what about some mental pressure? Should I dash dance back and forth to try and look for an opening?
In my experience it can really depend on the player you're going against. I think no matter what dash dancing and staying mobile is key as a roy player and for smash in general. I think one of the hardest things to really get a grip on is staying within the "threat" zone and pressuring your opponent to make them feel under pressure and on top of that react accordingly to box them out and limit their options. I think the best thing to do as roy offensively and defensively is to really get comfortable with Dtilt maneuverability and pressure.
I find that in a lot of situations crouch can be the safest default position for roy to be in. From crouch you can Dtilt, wavedash SH fair, SH Nair, DED,Fsmash, Grab, etc. If you're in crouch you can safely deter run up grabs with a dtilt, you can punish poor spacing with Ftilt. If they try to go for SH approaches you can throw out an Fsmash, Fair, Ftilt or Nair depending on the character and situation. I guess the difficult part is dealing with people that can pressure you right back with mobility, projectiles, or strong CC'ers to negate your dtilt pressure/spacing.
I think a mix of staying mobile with dash dancing/wavedashing, well spaced out Dtilts/DED/Fair SHFFLs, and finally grabbing to set up combos if they get caught in shield is what the mindset should be.
Ive recently been trying to incorporate always trying to get myself into this position will still being able to deal with aerial pressure from above and wavedashing out of crouch/dtilt or OOS. I mean, when you think about mental pressure you're trying to be threatening to the opponent. Roy's most threatening position is his CC dtilt imo. Hence why you see Sethlon doing a lot of approaching Dtilt and wavedash out of crouch(or shield) into Dtilt shenanigans.