I definitely see why you would headcanon Espio as being Knuckles’ favorite, as he does seem to the most serious and dutiful of the Chaotix. Qualities that I think Knuckles generally favors and has personal connections with. Charmy would probably be seen as the least favorite by practically everyone else, likely mainly that he is considered nosy and annoying by most. But It’s important to remember that he’s still technically a child, so nobody should exactly hold him up to the highest standards.

My personal headcanon is that Knuckles doesn’t really have a favorite Chaotix member. Sure, he might show more respect or be buddies with some of them over the others, but I never really saw him as the kind of guy who would pick favorites amongst friends or teammates.

Not only that, but based on his game appearance, Espio would have been the very first Chaotix Knuckles met, since he is the first you control with as your partner, so it adds to him having more connection with Espio than anyone else. Or maybe they could have met even earlier with the whole book spoiling thing, but I think it happened after they met in Knuckles Chaotix (I say somewhere between Chaotix to Sonic Adventure, and they probably cut connections at some point after Sonic the Fighters until they see each other again in Sonic Heroes, I envision them being one of those friends that they've cut connections at some point during childhood, but they someday reunited and they hardly talk to each other or even acknowledge they're homeboys in present times until like recently, because it's awkward and they have went their separate ways for way too long), because I still think that they first met in that game.

Your headcanon is more realistic than mine.

Huh, I actually didn’t know that about Espio. Then again, I have never played Knuckles Chaotix or even watched any playthroughs of it before. I pretty much grew up during the Dreamcast and “dark age” eras, so there’s that too. Still, a lot of what you stated does make a lot of sense. I definitely see where your going with Knuckles and Espio cutting connections and having something of an awkward reunification.

I usually base my headcanons on already established canon lore (semi-regardless of universe) and on what I think would technically be the most accurate to the characters’ histories and personalities. I know not everyone in the fandom would agree to it, but I honestly appreciate the more realistic relationships between Sonic characters; be it friendships, rivalries, or ‘ships’.