Quite nice work you have here. I say you should keep it up and work dilligently on the next episode. Now if I recall reading, this series is loosely based off of the archie comics. I don't read them myself cause I can't find source, so I could be wrong when I say this:
Looking off of the things I do know, which is about anything non-comic related, why make Shadow x Amy? I feel the relationship takes away what made those characters who they really were. Amy was an obsessed Sonic fan who was in love with him and do anything to make sure he was fine.
Shadow delved in his own past constantly, and while it -is- good to see him move from it, it's also bad he has a relationship to carry around as well since that isn't who he was.
(Aside from this each character is portrayed exactly as they should!)
Other than that, someone said earlier that it's very SMBZ like. Which is good and bad for its own reasons so I won't get into that. The plot is quite nice so far and I can't wait to see you continue and hopefully finish this series. Have a good one, the both of you!
P.S. I wish I could animate like this... If it were at all possible do you think you'd ever make tutorials or teach someone? Not asking about myself personally but I'd really love to get into these things someday. I do sprite comics and that's about it - I have a decent sprite edit too so if you ever need a cameo character you can ask me and I'll submit my fan-character.