The Sonic movies have proven that the fast anthropomorphic animals that save the world are aliens from other planets. It was last published in The Shadow of the Green that Shadow has some alien DNA in the games, but was initially presented as a human-made creation when he entered Sonic Adventure 2. Sonic 3 fully committed to the alien background, revealing that it was discovered 50 years before the events of the film when a mysterious meteor landed on Earth. The GUN forces that investigated Shadow found him inside and began running experiments on him in a hidden facility on Earth, rather than the Space Colony Ark orbiting the planet seen in the games.
Shadow's backstory in the games is a bit more complex, to the point where I'm not surprised they simplified it for the film's shorter runtime. In Sonic adventure 2Shadow is revealed as an invention by Gerald Robotnik, Eggman's grandfather. The hedgehog was supposed to be the ultimate life form, able to unlock the key to immortality. In The Shadow of the Greenit is revealed that Gerald, in desperation, made a deal with an alien despot known as Black Doom, who used his own DNA to help the professor finish Shadow's creation. In return for Black Doom's help, Shadow would help the alien invaders Black Arms take over the world. Shadow doesn't know where he came from Sonic 3so it is still possible that the Black Arms will play a role in a future film as its origin is revealed, but Gerald Robotnik did not create it in this continuity; he was only directing the project he researched after falling to Earth.
