The goal of this guide is to replace ui elements (which also include subtitles) with their counterparts on other languages, allowing you, for example, to play the game in Italian while listening to the classic English voices that we all are familiar with (that's my case by the way). The mod loader is required to apply this patch.
Before you ask: Why don't you change sound files instead?, I confirm that it also works, it is faster and doesn't require you to change the steam language option, but there is a big issue: all the CGI cutscenes will remain in the original language, because the voices are encoded directly into the same .usm files along with the video source and as of today it seems that no public utility is capable of dealing with those.

• A legit copy of Sonic Lost World on Steam
  
• VGMtoolbox which can be found here[sourceforge.net]
  
• Sonic Lost World Mod Loader[github.com]
  
• Some free space on the HDD
  
• About 30-45 minutes of your time

Extract the Mod Loader files into your game directory (usually "C:\Program Files (x86)\steam\steamapps\common\Sonic Lost World"), then open SLWModLoader.exe. It will ask you to patch the game, click yes.
Now you should have a new folder called Mods.


Open it and create a new folder (I will call mine "File Swapping"). Create a new ini file inside of it called Mod.ini and paste this content on it:
[Main]
IncludeDir0="."
IncludeDirCount=1

[Desc]
Title="File Swapping"
Description="This mod is made to change languages by swapping files."
Version="1.0"

(The title should be renamed with the same name of the directory)
Once you have saved the file create also a new folder called "disk", and inside of it a new one called "sonic2013_patch_0".

Now we have to extract the game files, extract vgmtoolbox and open the executable, select Misc.Tools->Extraction Tools->Common Archives->Cri Cpk Archive Extractor.

While leaving the window open, go into the main game directory and then open the folder disk. You should see 2 cpk files. Drag and drop sonic_2013_0.cpk in vgmToolbox and wait until the process is finished. Now in your folder you should have a new folder called VGMT_CPK_EXTRACT_sonic2013_0.cpk, open it, open TOC and you should see a lot of folder and files, copy the UI and the Event Folder.

Now go again inside mods->File Swapping->disk->sonic2013_patch_0 and paste them there.

Open Ui and delete all files which do not finish with your native text language (you have to check the final exension: _e means english, _g german, _s spanish, _i italian, _f french, _j japanese). In my case, for example i will only have files finishing with _i. If everything has gone as it should you should have 28 files left.
Now you have to rename the final extension to be the same as the one with the spoken language you're looking for (again in my case i will have to change all the "i" with "e").
The result should be something like this:

Now go into Event and repeat the same process.

Once you have finished go into your steam library and change the language setting to match the one with the spoken language (english for me)

Return to the main game folder and open again SLWModLoader.exe, you should now see a new option on top, click on the checkbox.


Now press save and play and everything should work as expected.

I managed to do this on my own, but it took me enough time that i tought that probably a guide would have helped anyone who was in my same condition. I managed to test only a single combination (italian-english) but others should work without any problem. Please remember that this is my first guide and English isn't my native language, so if you didn't understand something or if you would like to make a correction write in the comments section.

I would like to thanks the Vgmtoolbox creators for allowing all of this and remember SEGA that this would be a lot easier if you added a simple menu to select the languages.