>>528464274
Doesn't have an official name, but the Sonic 4 zones take place on the same landmass and Sonic Retro unofficially nicknamed it "Mirage Island" (not that fan-names mean much, but they did manage to get "Brass Eggman" canonized).
We don't even know if it's really an island though, the way it's displayed in Origins makes it look like a peninsula.