Sonic and Shadow were meant to be brothers originally

Not twins. Sonic was supposed to be the older of the two.

Not the first time I heard about this.

Sonic and Shadow being brothers is actually hinted in SA2. Never specifically said but hints are placed everywhere.

SA2 is a peculiar game, not just a piece of art.

It is a high context game. This does means that following the dialogues and barely paying attention to the rest (typical of low context American/Northern European cultures excluded Finnish culture) is not enough.

In SA2 every single pixel, every single polygon is there for a reason. I think even the differences in few lines between English and Japanese dubbing is done on purpose. If you follow everything, all the pieces of the puzzle come togheter.

The 'Teria' scene was strongly wanted by Yugi Naka. Is him who asked Ryan to do the war cry.

Well, where I start? I watched this video on YT.

It is a long analysis of the story, taking in account everything I mentioned above (the surrounding, the cinematics etc). The author choose to play in Japanese but the English version was shown when necessary to complete the puzzle. (Personally I didn't see all the differences some people say, overall, I just got the same vibes from each character. The characters are so well developed and diverse.

Except those few key points that if taken in account togheter will tell us a lot about Sonic and Shadow's origins, following just ONE version you'll miss what Shadow and Gerard are trying to tell you - Rouge helps -).

In the video, the author advice to pay attention to the connection between Sonic and Shadow, visible from the start.

The first thing most already know is underlining how much Sonic and Shadow look alike. Through dialogues but especially though action. Like the journalists calling Shadow 'Sonic', like Eggman and Amy mistaking Shadow for Sonic at first... Unlike what many assume, everybody can see the differences between Sonic and Shadow after the first look, infact nobody gets wrong anymore when they are known enough.

Another thing is Sonic learning to use the chaos control. The chaos control is describled as a rare tecnique that is not that accessible. Indeed even Knuckles, who is the guardian of the chaos emerald can't access to the chaos control.

Shadow is already proficient to use the chaos control, but Sonic is quick to understand how to use it. The third character who is able to use the chaos control is the bio lizard. Honesty I don't know if the bio lizard is smart or not (I think it is not). Whaterver is the case, it is quite proficient at it.

The byolizard scream, having both Sonic and Shadow's voice might be another hint.

One interesting thing is how Sonic and Shadow complete each others. Sonic is really tired after using the chaos control for the first time. The same is for Shadow using the super transformation, another way to use the chaos power, Sonic and Shadow being the only ones able to transform.

Rouge mentioning that Shadow memories might be fake, Shadow does not deny and does not confirm this (English and Japanese).

Gerard claiming having full control on Shadow's memories (Japanese). Shadow calling Sonic 'Ultimate Lifeform' (English). The last three or four pieces of the puzzle and the picture is almost complete.

The author of the video suggested that possibly the original Shadow was released long ago and the calico hedgehog we all know is a incomplete copy who got the memories (and possibly the personality) of the first Shadow inplanted. Things happened. The Gun raid on the ARK happened. Just not to him.

Also, toward the end Sonic and Shadow seems to understand each other even without talking, leaving Knuckles dumbfounded. It is a thing that requires a deep connection.

The autor of the video didn't say anything else. we have to complete the picture. Only, it seems to hint who was the first Shadow:

Sonic is the character who has the most mysterious past of all, aswell as the most mysteryous himself (in the period SA2 came out). Without any accessible traces of his memories, he must have built his cheerful personality from his experience on Earth. We don't really know what happened to him, except fighting against Eggman, meeting Tails, Knuckles and Amy.

Sonic's body, unlike Shadow's can deal with chaos energy just fine. No inibitor rings or sort, everything flows flawlessly. Maybe the downside might be him having hard time to stay still?

Other hints that weren't mentioned but I got:

Shadow's approach to Sonic is a little bit too bold, compare to how he is reserved around the other characters. The second time he meets Sonic he lets himself get distracted from his objective, remembering what he was going to do only when Eggman calls him to tell him the island is going to blow. I think Shadow already know or suspect he has an older brother.

Sonic and Shadow connecting quickly. They being very open to each other when fighting against biolizard. The hand clasping. By the end of SA2, Sonic is so shaken by Shadow's death that he cries.

Can't help with the credits, unfortunately...

SA2 had to be the testament for Sonic. It is possible since sega was no more and they wanted to tell Sonic's mysterious past. The two being brothers was possibly going to be explicit if the game was really final. But new games came out and the brother things was smartly hidden under the rug and forgotten, Shadow's playful side was erased to set him more and more apart from Sonic.

Some timid jokes about this are shown in Sonic Prime although clearly it wasn't the intention. Shadow denies everything and no more jokes about this. The brotherly relationship is there anyway.