I disagree, at least from my experience (France)...So I think we can probably conclude that Sheik will be at least one of the rare figures in Wave 3.
I visited about 10 shops in the past days, and Sheik was the ONLY wave 3 Amiibo I've seen till the last shop*, and there were probably about more than a dozen available. It was also available online, while Lucario and Ike wasn't (and Rosalina is awfully difficult to find, and prices are skyrocketting)
(* which unfortunately was closing, but I think I've seen at least Toon Link and Bowser from the outside... I'll be at the opening tomorrow morning ^_^ )