Cry for the Devil: Wikke has a job to do at the risk of a Fate Worse Than Death, he's dying, he regrets his life decisions, and will either needlessly kill billions or lose the life of a beloved slave he desires to free. He's not necessarily a white-morality hero (he allies with Eggman for one), but he has morals.
Mary Sue: Koset, because that's what he's supposed to represent. He's a green hedgehog who wields great power, is a bit fast, and has his own lightsaber. He's related to the Big Bad and literally falls out of the sky, but recovers quickly despite being in what'd literally described as an atomic explosion. He's over a thousand years old and is a master at wielding Chaos energy. He has a dark, mysterious past and refuses to open up about it except at critical plot points. The first season seems to revolve around his conflict with Wikke, with Sonic and friends along for the ride. But in SERZ, all these things are called out, and even earns him scorn from Amy.
Nightmare Fuel: Sonic. He is possessed by an ancient dark lord of a force, group, and alignment he has never heard of before. It's implied that he's fully aware of what's going on while possessed, so that means he can see that he's torturing his friends and innocent people, but can do nothing about it.
Wangst: Played straight by Rockette. Many call Rockette out on this.
Eggman: What with moping robots and overdemanding commanders on my case all the time, I thoroughly relished roughing up that rapscallious rodent!
Cinos: Whoa, whoa, whoa, Robo-chick. I dig your over the top emo theatrics but...