Best way to fight Cloud is by playing just out of reach of his dash attack and bait/pressure him there. A key part of this MU is staying grounded and knowing what you can punish. Cloud's dair leaves his sides exposed so you can bair him out of it. If you are getting juggled your best bet is to retreat to the ledge and reset neutral from there as a good cloud wont let you touch the ground for as long as possible. Your main goal vs Cloud is to edgeguard him as effectively as possible since that's where he's vulnerable. Spring is not as effective for edgeguarding so you want to pressure him by either forcing an airdodge and punishing that, making him waste his double jump, bait an aerial, or a combination of these.
Best way to play sonic is Bait and Punish as that is what his moveset promotes and that is what is most effective. His movement is amazing at creating pressure and baiting out reactions while simultaneously allowing him to quickly be able to punish hard. Spindash shield cancelling is a great example of this as it forces the opponent to shield, which you can then punish by grabbing. Sonic has many more baits but mainly its his ground mobility, his run to be specific. Once one understands how to use it, sonic can be incredibly aggrivating to fight.
Early-ish kill setups? I assume you mean sub 100%. If so sonic has Spinstool Dair which works on specific characters. You spindash, footstool them, then immediately dair spike them. This is a true combo and will kill as low as 50% depending on the character and stage. Another setup is spindash > upair > spring > upair/dair. After the spring the only thing the opponent will be able to do airdodge or take the hit. If you think they'll airdodge the upair then you can dair them and they die off the top. This usually works from 70% - 120% depending on character. If you are on smashville or town and city, you can use the platform as an assist to confirm the spindash upair > spring > upair combo. After the first upair you want to fast fall on a platform to auto cancel it then immediately spring. Its true at the same %s mentioned earlier. On Battlefield and Dreamland, uthrow spring upair can kill the opponent around 70% on the top platform and even 30% - 50% on DL. It's a true kill confirm.
Best way to hit short characters? Most of sonic's moves hit pretty low. Dtilt, ftilt angled down, all spins, grab (unless they crouch), sh buffered upair (unless they crouch).
Best way to use/perform spinshot? There are only two variants, one with spindash and the other with spincharge. Spincharge spinshot is easier as all you need to do it is perform and aerial SC and flick the c stick in any direction (assuming you set it to attack) however you can only do it in the air and the direction you are facing. Spindash spinshot is more useful as you can b reverse the move and can do it both on the ground and in the air, however it's slower than the SC variant. To do this ver you need to SD then release b and tap a quickly/flick the c stick. The timing is pretty strict though. Tapping a too early will make you jump vertically, tapping a either too early while charging SD or too late you dont get much horizontal distance (yes you cant get the max distance if you dont charge the spin for a bit).