Sonic the Hedgehog 2Z is a ROM hack of Sonic the Hedgehog 2. The 'Z' likely refers to a specific modification or alteration to the original game. Further details on gameplay changes are unavailable without additional information about this particular ROM hack. It's an unofficial creation from the ROM hacking community, not developed by Sega.

Sonic the Hedgehog 2Z

Sonic the Hedgehog 2: Master Edition 3 Extra Mode 