Regarding the S3K special stages, another thing mentioned earlier in this thread was that even the layouts seem to reference the zones in some cases. For instance, the third special stage is made up of a bunch of square sections, reflecting the fact MGZ is a structure made up of blocks. The first SS has curved paths of blue spheres that go through "walls" of bumpers, reflecting the auto-spin tunnels in AIZ. The fourth SS has more bumpers than usual, reflecting CNZ. The spheres in the first S&K SS are surrounded by bumpers, reflecting the fact MHZ is filled with bouncy mushrooms. There are other examples too. So I don't think the special stages were going to change palettes depending to the current zone. I think it's more likely that each SS was going be tied to a particular zone (just like the Sonic Advance series and other games would later do), but they changed that for one or more reasons (making it possible to go Super earlier, giving players more opportunities to get the Emeralds, Sonic 3 no longer having 7 zones after the removal of FBZ, etc.) The change in plans probably happened after the 9th SS was designed.