Rocket Metal Sonic did not originate from fanon, and more information can be found on their respective wiki(s). You may read more about it on the following wiki(s):

Rocket Metal Sonic is a glitch character from the Sonic series who 'appears' in Sonic the Fighters.

Sonic Heroes 2

For more information, see Covert.
Rocket Metal Sonic makes an appearance in Sonic Heroes 2. Here, he is Covert; in order to hide his true identity, he wears a hoodie not dissimilar to Voldemort from the Harry Potter series, underneath which is a burqa worn not on religious grounds but for identity protection.