Well due to the fact that this game is going to resemble the PC port more than anything the "Sonic Saturn" logo likely won't be used at all.
The level specific loading screens are interesting (and I've done my own twist on them for the website before Xeniczone left the project) but I would say that they're an afterthought at this point and we don't even know how long loading times will be yet (if at all).
As for the exploding SEGA logo I don't see it happening at all. Unless the actual graphic exists somewhere online it never made it off paper and it might end up not being used at all. The SEGA logo might end up being more generic and will most likely be used as a disclaimer (All properties copyright SEGA, etc).
I'd like to go ahead and point out that I'm not directly involved with the project and that this is just my view on it. The most I do for this game right now is pseudo advertising lol.