This is almost certainly an English surname, and locational. It apparently originates from some "lost" medieval place which in the 7th century a.d. may have been "Set-hlaw" or similar, and meaning the south facing hill. This of course is conjecture, but as some five thousand British Isles surnames are known to have originated from now lost villages, and as nothing like it is to be found in the modern gazetters except possibly Sidlow Bridge in the county of Surrey, it is a strong possibility. Furthermore Sidlow Bridge is not to be found in the Oxford Dictionary of English place names, suggesting that it may be a relatively new creation. Locational surnames are usually "from" names. That is to say surnames that were originally given as easy identification to a stranger, one who had left his, or sometimes her, original homestead, and had moved somewhere else. In this case early examples of the name recordings taken from surviving church registers as far back as the time of King Henry V111th (1510 - 1547) include Jone Sidlowe, the daughter of Thomas Sidlowe, who was christened at the famous church of St Mary-le-Bone in the city of London, on May 31st 1544, and her sister Marie, who was christened at the same church on September 26th 1546, except that the spelling of her surname, and indeed that of her father, is given as Sidlow.