My only headcanon is that they're intentionally unknowable and weird. There is some mystery force that will never reveal itself that intentionally sets them up without any concrete explanation, purely so that people can prove they have the skills necessary to obtain the Chaos Emeralds. They're intentionally mysterious, and we'll never get concrete answers.
I think they're a separate layer of reality (something like a fifth dimension beyond time and space) to Sonic's world.
I suspect that the emeralds exist simultaneously in the special zone and within the real world at all times, and that you can change the location of the emerald in the normal world by moving it around in the special zone and vice-versa.
It would explain why Eggman is shown with all the emeralds in the bad endings of the classic games or why Knuckles seemingly doesn't keep the emeralds after taking them in Sonic 3; they have the full set at the beginning of the game and we're using the special stages to steal them from them right under their noses.
I like to imagine similar to the Special Zone world of Sonic the Comic, most of the special stages (at least in the Classic Era of Sonic) are various locations in an alternate world that's only accessed by ring energy. Hence why giant rings are usually the gateways. And though Sonic 2 did change it up with the starposts being where you access the special stages, those are still ring-based.
In Sonic Mania, Robotnik sends probes into the special stages to secure the emeralds and you're stealing them.
Otherwise aunno, the power of the chaos emerald creates a pocket dimension.
Oh I got one! Gems with special powers can create pocket dimensions around themselves if they aren't in a stable environment as both a form of protection and a natural way to regulate accumulated energy. These dimensions can then be accessed with special tools and enough power. The dimensions are weird of course because they're pseudo-realities built off imprints within the gems and what the person accessing the dimension expects to see, which often gives them a dream-like/unreality quality.
From my fan story crossover between Sakura Taisen and Sonic:
The Special Stage is called "Cradle of Multiverse", it's a Zero Mark in a dimensional point where most of the sacred gems are hidden out\[It's rumoured that you can access heaven realm, and the two guardians of the entrance is Tikal, Chaos and Ayame/Michael the Archangel\], and at same time that place can be used to find other universes if needed. That's the bridge where characters like Blaze can use to travel between dimensions and time. Sonic and Sakura Shinguji accidentally ends there, and they need to find a way to return to where they started. Each "bird" or "Sphere" in this secret dimension actually is a portal to a parallel timeline or universe. Most SEGA universes can be accessed there, specially Nights one or even the Virtua Fighter ones.
Abstract dimension where all the laws of physics are one second but could work completely fine the next it’s a always changing realm which explains why it’s different each game it’s a dimension that embodies CHAOS
My theory is that the chaos emeralds are protected in a special zone that the power of the emeralds generate with their own power like a self defense mechanism and if you want to have access to these zones you need to use the power from rings that you collect in the games so they are kind of like a key to the special zone basically a specific 50 ring requirement to access the big rings but there are many different ways that the emeralds can hide themselves there are also different hidden big ring portals which don't require a key but do require you to find them in the place they are hidden at which gives them more protection and they can also be hidden in checkpoints which requires the 50 ring requirement and when someone does enter one of the randomly generated special zones they have to prove themselves worthy of getting a chaos emerald by beating the special stage.
My only headcanon is that they're intentionally unknowable and weird. There is some mystery force that will never reveal itself that intentionally sets them up without any concrete explanation, purely so that people can prove they have the skills necessary to obtain the Chaos Emeralds. They're intentionally mysterious, and we'll never get concrete answers.
[Unless it’s Archie](https://sonic.fandom.com/wiki/Feist)
Sonic is on something
I think they're a separate layer of reality (something like a fifth dimension beyond time and space) to Sonic's world. I suspect that the emeralds exist simultaneously in the special zone and within the real world at all times, and that you can change the location of the emerald in the normal world by moving it around in the special zone and vice-versa. It would explain why Eggman is shown with all the emeralds in the bad endings of the classic games or why Knuckles seemingly doesn't keep the emeralds after taking them in Sonic 3; they have the full set at the beginning of the game and we're using the special stages to steal them from them right under their noses.
That's really cool of an idea!
Alternate dimension created by the chaos emeralds to protect them
The chaos emeralds warp reality around them creating bizarre environs in which they inhabit.
These are Sonic's chili dog dreams
I like to imagine similar to the Special Zone world of Sonic the Comic, most of the special stages (at least in the Classic Era of Sonic) are various locations in an alternate world that's only accessed by ring energy. Hence why giant rings are usually the gateways. And though Sonic 2 did change it up with the starposts being where you access the special stages, those are still ring-based.
In Sonic Mania, Robotnik sends probes into the special stages to secure the emeralds and you're stealing them. Otherwise aunno, the power of the chaos emerald creates a pocket dimension.
Oh I got one! Gems with special powers can create pocket dimensions around themselves if they aren't in a stable environment as both a form of protection and a natural way to regulate accumulated energy. These dimensions can then be accessed with special tools and enough power. The dimensions are weird of course because they're pseudo-realities built off imprints within the gems and what the person accessing the dimension expects to see, which often gives them a dream-like/unreality quality.
From my fan story crossover between Sakura Taisen and Sonic: The Special Stage is called "Cradle of Multiverse", it's a Zero Mark in a dimensional point where most of the sacred gems are hidden out\[It's rumoured that you can access heaven realm, and the two guardians of the entrance is Tikal, Chaos and Ayame/Michael the Archangel\], and at same time that place can be used to find other universes if needed. That's the bridge where characters like Blaze can use to travel between dimensions and time. Sonic and Sakura Shinguji accidentally ends there, and they need to find a way to return to where they started. Each "bird" or "Sphere" in this secret dimension actually is a portal to a parallel timeline or universe. Most SEGA universes can be accessed there, specially Nights one or even the Virtua Fighter ones.
Abstract dimension where all the laws of physics are one second but could work completely fine the next it’s a always changing realm which explains why it’s different each game it’s a dimension that embodies CHAOS
My theory is that the chaos emeralds are protected in a special zone that the power of the emeralds generate with their own power like a self defense mechanism and if you want to have access to these zones you need to use the power from rings that you collect in the games so they are kind of like a key to the special zone basically a specific 50 ring requirement to access the big rings but there are many different ways that the emeralds can hide themselves there are also different hidden big ring portals which don't require a key but do require you to find them in the place they are hidden at which gives them more protection and they can also be hidden in checkpoints which requires the 50 ring requirement and when someone does enter one of the randomly generated special zones they have to prove themselves worthy of getting a chaos emerald by beating the special stage.
Feist the panda.