Sonic and Sally's future offspring are called Sonia and Manik, the names of Sonic's siblings in Sonic Underground.
On the title page for one issue, Nack's description is listed as "Fanged Sniper", a reference to his Japanese name.
Sonic remarks that he beat Scratch, Grounder, and Coconuts when he was eight, which is the age he would have been when you subtract the number of years ago Adventures of Sonic the Hedgehog aired from his current age. And also approximately the time since they appeared in the second issue.
Arlo (one of the Substitute Freedom Fighters) is an armadillo, but has a totally different design than Mighty. It's explained in the Encyclopedia that Arlo is a Western armadillo, while Mighty is an Eastern one. This is a likely a reference that Arlo was created by the American comic team, while Mighty was designed by the Japanese game designers.