So how did Marine shoot that energy ball/throw that projectile/whatever at the end of Sonic Rush Adventure?
Hydrokinesis. A few times during the game, she mutters something about her hands glowing. She tries to keep the powers a secret until the end of the game. Basically, she's like Blaze, but with water instead of fire.
If Blaze can fly why is she scared of heights and why does she need Cream to carry her?
Just because you have the power to fly something doesn't eliminate the anxiety or fear fostered from a fear of heights. Makes perfect sense to me. A pyrophobic isn't gonna stop being scared of fire just because they have pyrokinetic powers, for example.