She is a mystery
[This page will contain spoilers for story details regarding Sage, and the narrative of Sonic Frontiers.]
It’s commonplace for a new Sonic game to give us a big bad that’s actually bigger than Eggman, and the series has had a wild time juggling deuteragonists. It’s one of the biggest RPG and anime tropes for a reason: giving the audience a familiar baddie but also raising the stakes with something new is how we’ve gotten a ton of classic Sonic villains: Metal Sonic among them.
A few don’t really work out in Sega’s favor (Infinite immediately comes to mind), but others can thrive for years, or even decades (like Shadow, who will be playing a role in the next major feature film). The jury is still out on Sonic Frontiers‘ Sage, but at the very least we can talk a bit about the role she serves in the new entry.
Sage (sometimes stylized as SAGE) is actually an impartial, and often rogue element of the game. Throughout Frontiers, Sage asks Sonic to “submit” to her, and commands an array of AI enemies to battle Sonic and prevent him from continuing his quest to seek out the Chaos Emeralds.
Sonic attempts to reason with Sage, while she plays both sides and is told by Eggman to “keep tabs” on our hero. As the game progress, Sonic (and his friends) continually try to call a truce with Sage, while fighting off her AI army. Further in the game, Sage has second thoughts about what side she’s on (ultimately helping Sonic), and flickers from her default red/evil looking state into a lighter outfit.
As for the voice behind the character, Sage is actually played by voice actress Ryan Bartley. Her identity was revealed through the Sonic Frontiers credits, so that’s one mystery solved.