Zephiroth

Episode 1
Zephiroth made a small appearance at the end of episode 1, where he is fleeing from a Giant Mecha Sonic. Sonic and his gang followed him.

Episode 2
In the prologue of episode 2, it is revealed that Zephiroth is running away from the Giant Mecha Sonic that was chasing him alongside Link. He tells Link to return to Hyrule before running far away from the Giant Mecha Sonic.

Back in the present, Zephiroth finally stopped running and Sonic and the gang asked who he is. Zephiroth replied that he's been spying on Cain's Organisation and their information on the Legendary Sword and the Gate of Destruction. However, the Giant Mecha Sonic attacks Zephiroth. X came to his aid while Sonic, Shadow and Zero took the robot down. Zephiroth eventually recovers and before leaving, he tells Sonic and the gang about finding the Stone of Chaos and how it's blocked by the Gate of Time. The only way to open it is with a Triforce and four names, the only one he remembers is "Tidus." With that, Zephiroth leaves.

Episode 3
He didn't appear in the episode, but he appeared in the intro, following Sonic and co.

Episode 5
Once again, he didn't appear in the episode, but he can be seen in the opening, too. Albeit minor.

Trivia
His name is probably a misspelling of Sephiroth, wich makes sense due to the presence of other Final Fantasy elements in Final Fantasy Sonic.

In his series Sephiroth is a villain, so it doesn't make sense for him to be helping the heroes.