Sometimes you may see this 'translation missing: en.collections.sidebar.shop_by' error when you are changing your Shopify theme. This usually happens when you are manually changing the theme, and you missed adding the translation files under locales folder. Via the Shopify theme editor, head over to the locales folder.
Find the locales/en.default.json file, and search for shop_by. You will then see the key/value pair that needs to be copied over. Add this to the destination themes locales directory under the same file name, and this should fix the Shopify error.