Sony has just confirmed that now that the Kickstarter goal has been reached they are in fact helping with funding and development of Shenmue 3

[Burek]

tiffac said:
What I want to know is how Yu got Sega to give him the rights to make Shenmue 3. There has to be money involved in that one, I don't think Sega would just give up a franchise for free.

http://www.engadget.com/2015/06/17/an-intimate-chat-with-sony-playstation-shuhei-yoshida/

 

Most of the interview is about Morpheus, but he does answer about Shenmue.

Seems that SEGA was willing to let him make Shenmue 3 under condition that he makes this Kickstarter. Sony of course helped by giving him valuable prime-time advertisement for free.