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Sonic: The Shadow World | The 2005 Undeveloped Pitch
Seems like it this would've been the canon version of Sonic.EXE. I would've done a mechanic where Sonic can jump between Sonic World and Shadow World in the same level similar to an Ordinary Sonic Hack. I do feel ShTH did enough to fulfill stepping into the edgy and scary origins of Shadow making this a tad redundant, let alone be labeled with Sonic becoming too serious and Shadow focused in that period of time.
And there's no need to worry about making Shadow's lore consistent when we have Blaze and Eggman Nega.