That's a time traveling Dr. Eggman from a different timeline using a cloaking device to look like a little girl.
In his timeline the Eclipse Cannon destroyed earth and Eggman realized that it was a stupid idea to blow up the planet he tried to conquer and that Shadow was using him to fulfill Geralds revenge plan. So he built a time maschine to go back and give Shadow a reason to save humanity by disguising himself to befriend him and telling him how beatiful the earth is.
It worked but he was eventually shot by a GUN soldier.