Tornado 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):

Tornado is a vehicle in the Sonic series. Originally it was Sonic's plane, but subsequent reincarnations of it belong to Tails.

Sonic Heroes 2

The Tornado makes an appearance in Sonic Heroes 2 as the means of transport used by Team Underground to get to the Egg Carrier. It is subsequently wrecked by Chaos Emerl 6 in order to extract the Chaos Emerald and become Chaos Emerl 7.