Well, the fight battles were awesome as usual...
I enjoy your series as I would an anime series. I really do. The fight scenes are incredibly suspenseful, the combat moves were inventive, and you definitely show an incredible relationship between real DBZ characters and the ones you use.
For instance, we definitely know that Sonic/Mario is Goku, they're the strongest of the group of 5. Then we have Shadow, who is the lone wolf and arrogant, constantly angry Vegeta. Yoshi would be Piccolo, the green guy, and plus we have yoshi island, which is similar to the home of the Green men, Planet Namek, except you didn't make Yoshi as bad-ass as he did Piccolo. And hence (Yeah, I know - Luigi would be Krillin), my first complaint - the lack of focus on Yoshi. I hope you have prepared to keep a spotlight for yoshi, many people's favorite mario character. We want yoshi to have a background and a history, and yoshi's own unique special powers aside from the mario brothers and the hedgehogs. Because so far the only character who has not had a powered up form would be Yoshi.
I would suggest having half a series or more dedicated to something like say, the legend of the "Angel yoshi", where yoshi turns into a dragon. We've seen everyone power up with fire flowers, power stars, etc. Sonic, Mario, Shadow, and even luigi. Now it's Yoshi's turn. Give yoshi the spotlight.
Drama is essential in an anime series. Especially since your series is so ambitious, you need good drama. Now, there's a difference between a scene being dramatic (good) and a scene being cheesy (bad). For example, "Shadow" leaving the team. It's a bit cheesy. You didn't give Shadow enough development for us to really "miss" him, hence, making things a bit awkward. A good "team member leaving" scene, if you've read the manga series One Piece, would be when Usopp leaves the Straw hat Pirates. It was dramatic, because they argued over a large matter, with a calm before tension, and then the storm. There was no calm before the storm, so the anger came as a shock. In OP, however, he built the tension up slowly, and soon, we were on the edge of our feet.
What you could have done, for example, was have Shadow hint at leaving a few times, but calmed down every time, but each time with increasing difficulty. And soon, at the height of problems, he proposes to leave, except this time with true intent. Shadow would anger up, Sonic would not take him seriously, and Shadow would attack Sonic, which leaves Sonic shocked. And when Shadow seriously injures Sonic, Sonic would understand that Shadow is serious, and an epic fight ensues, with happy memories and flashbacks in between fights. That's how to build up drama.
That would also be killing three birds with one stone - you allowed a Shadow vs. Sonic face-off, you will allow war between team members, something that always happens in every good series, and you would also allow tears from our eyes when we see Shadow finally leave the team after so much history, so much tension, and so much blood.
So I'm not saying Shadow leaving the team is a bad idea, I just think it is way too rushed. And with such an incredible series, it's awkward to see cheese rather than drama. If you think you haven't done drama before, remember the destruction of Mobius? That was well done, because it was detailed and well-thought out. Put more thought into it.
And also, the 3D idea is wonderful, but because it's sprite, and your anime drawing of the gang, though good, is still underdeveloped. I'll let it slide this time because it's your first time testing that idea.
I thank you so much for releasing it less than 16 months since SMBZ 7. Procastination is not a thing that is easily forgiven, especially from a bit-shot artist like you.
Looking to see more from you, and soon, like this time.
Best wishes, and good luck!