Is Crush 40 part of Sega

No, Crush 40 is its own band. Jun Senoue was hired by Sega our of college to write some guitar riffs for Sonic the Hedgehog 3, and continued writing riffs for them for a couple years. Then when Jun was working on Sonic Adventure, he asked Johnny Gioeli to help him with "Open Your Heart". That started "Sons of Angels". They changed their name to Crush 40 after a Nordic band reunited around the time of Sonic Adventure 2.
They've made plenty of songs alone without Sega (Song of Hope, One of Those Days, Is It You, etc.), it just so happens that they were formed because of a job from Sega.