OK,so below the depths sonic(or sink) is basically just regular sonic,except he's in this situation where he is drowning,but not in a normal way,hes gotten his leg stuck to the iron spiky ball in labyrinth,but you need to understand the story to understand,he was going through labyrinth zone to stop Eggman,like in the normal game,except when he needed to travel through the water at one point and I suppose one of the balls broke of from there original position because it hit sonic and the chain got stuck on his leg,slowly dragging him down to the deep sea.when he woke up,he realized what happened to him,and he tried and tried to rip the chain from his leg,but he just wasn't strong enough,until he eventually,drown,you think that would be the end,right?well NO!his will to live is actually so strong that he basically is drowning over and over again,until he by some miracle breaks free,or someone get's him,we never know what happened to him,but here are some theory's,1.his health and body finally caught up to him and died,2.he somehow tore his leg of or broke free from the chain,and lived the rest of his life how it should be,and for me,I just hope it was 2 but yeah,that's basically below the depths for you.