Two things:
1) In the syslog.conf entry you included the "local2.*"
is separated from "/var/adm/sudo.log" by spaces but it
needs to be tabs only.
2) I'd suggest using "local2.debug" not "local2.*"
So, the line should be:
local2.debug /var/adm/sudo.log
It is very important to use tabs and not spaces in syslog.conf.
- todd