Is VERY old for me (I've discovered this bug 6 years ago), but I don't know if you know it. Keep a electric shield in AI2 as Sonic and beat the boss. When the machine is the most down possible, press the button. The cutscene of Knux start, and when Knux press the button, quickly press the jump button, holding left. If you land in the earth when the bridge open, the use the Special Attack of Sonic with the electric shield and jump above the machine. Then use the Special Attack for passed above the invisible barrier to the left of Knux, and you can land where is Knux.