I don't think Smash has addressed them as the same since separating the characters in SSB4 though, plus fighting game lore so often gets pushed into the background even if they did. I haven't played Hyrule Warriors and am comfortable taking your word on that, but if you have evidence of that then that'd be cool to see.
I could better accept Zelda representing Sheik if Sheik ever represented Zelda much in their match photos, but that's not the case.
Out of at least 38 character contest-pictures:
Zelda appearances: 47+ (36+ for main focus)
Sheik appearances: 3 (1 for main focus)
Tetra appearances: 1 (0 for main focus)
I don't expect 50/50 but this isn't equivalent either, thus the rally and the votes that have been split over the years here.
O P E R A T I O N O U S T :
Nominate SHEIK!
https://i.imgur.com/OpudFxm.jpg