Nice going
The action scenes are brilliant. And I love the fact that you included the Koopa Bros. and the Smithy Gang in this. Props to you for that. My only complaint is that Sonic and Shadow are kind of OOC. You make Shadow seem like he doesn't care about anything, hell, you've made him attack his allies several times. He's not that heartless.
Mecha Sonic is awesome though. I like how you thought out how he came to be, even though he was originally a robotiziced Sonic the Hedgehog himself. Good call there. Still, Sonic should be more aware on Mecha Sonic's locations, since he IS a robotic copy of Sonic. Not Shadow. Though I understand if Shadow sensed him in episode six because he had two Chaos Emeralds.
As for Sonic, you portray him okay, but he seems...I don't know how to put it...too serious, I guess? He's more, "Let's do whatever and see what happens." But you've got the general idea.
My best advice is to work on Shadow's attitude. Other than that, keep doing what you're doing. Mario and Luigi are perfect, and so is Gadd. Brilliant work here. Can't wait for episode eight, and sorry for such a long comment.