Sheikah Naginata is Impa's Level 3 Naginata in Hyrule Warriors and Hyrule Warriors Legends. It is described as a naginata enchanted with a Fire Elemental Attribute, that has been handed down in the Sheikah tribe for generations.
Sheikah Naginata + is Impa's Level 4 Naginata that appears in Hyrule Warriors Legends. It is basically a stronger plus version of the Level 3 Naginata. Like all Level 4 weapons it has the same design as the Level 3 version.