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R2 is a scrapped level from Sonic the Hedgehog CD. Its existence can be proved by examining the game files on a PC.
When examining the level files, the levels skip from R1 (round 1, Palmtree Panic) to R3 (round 3, Collision Chaos). There is no R2 to be found. Its existence is also proven by using the Stage Select menu. When switching between levels, it skips from round 1 to round 3, again leaving out round 2. Additionally, one scene during the credits slideshow features Sonic running around and dodging an Antlion in what looks somewhat like a ruinous setting. In an interview, Jim Tretheway, a programmer for the PC port, stated that he had the impression from original planner Junetsu Kakuta that the level was cut because it didn't meet quality standards.
In the 2011 digital re-release of the game, a single image of an unfinished, desert-themed zone called "Desert Dazzle" was found. While not directly confirmed, this could have taken the place of "R2". However, the credits of Sonic CD show a ruinous zone between the Palmtree Panic and Collision Chaos levels, meaning that Christian Whitehead, who was the lead developer of the digital re-release, possibly conceptualized Desert Dazzle to replace the original R2.