You can find sidebar spacing settings under Appearance Customize Spacing Sidebar
Below are the available options.
Sidebar Padding
Here you can manage spacing between sidebar content and sidebar edges. This will add padding to the top, bottom, left and right side of the whole sidebar.
Widgets Margin Bottom
It will add the bottom margin for individual widget inside the sidebar.
Widget Title Margin Top
It will add the top margin for title of widgets inside the sidebar.
Widget Title Margin Bottom
It will add the bottom margin for title of widgets inside the sidebar.
Widgets Padding
It will add padding to the individual widget from all sides.