SEGA would be stupid to make another console, they're making a killing on mobile, they have a great presents on PC and steam and many developers who are PC based. Like Creative Assembly, Sports Interactive, Relic, Three Rings and so on.
I think it's incredibly unlikely SEGA are developing a new console, or any hardware... But if there is hardware in the works I expect something like a gaming tablet which runs apps and steam and all that. I would even support that idea.