G&W has a better techchase game than Sonic...But he doesn't even need it since he has even BETTER juggling. If he gets a grab, he will more likely U-throw, but he is able to regrab from his D-throw if he reads right IIRC, and if you don't tech, he can also Jab or D-tilt or techchase U-smash.
Also, I think you can DI Sonic's D-throw Upwards, and you won't hit the ground especially at higher percents. G&W is superlightweight, so he will probably escape even earlier than most characters.
G&W's Dash attack either clanks or outprioritizes almost all of Sonic's attacks if used with good reading.
Also, Sonic's tilts fail against the B-air, meaning you shouldn't usually approach him with tilts.
If G&W chooses to shieldcamp, you can only hope for a grab, and that will likely miss before he Up-Bs away. IMO, this is the topic you should be focusing on, since G&W shieldcamping is arguably Sonic's biggest problem to deal with.