Is S2 still the fastest known star in the galaxy? Wikipedia's entry for the star S2 says that it has

the fastest known ballistic orbit, reaching speeds exceeding 5,000
km/s (11,000,000 mph, or ​1⁄60 the speed of light) and acceleration of
about 1.5 m/s2 (almost one-sixth of Earth's surface gravity).

But the referenced link to the press release Surfing a Black Hole is dated 2002.  Have any stars with faster orbital speeds at perimelasma (periapsis for a black hole orbit) in the 19 years since this press release?  Is it possible that there is a star on an even faster orbital trajectory than S2 or has any such possibility been ruled out?
S0-2 (I assume you mean the star orbiting the Milky Way central black hole) actually reaches speeds of 7650 km/s at periapsis.
However, if you read further down the wikipedia article you will see that there are stars S0-102 and S62 which have shorter orbital periods than S0-2 (11.5 and 9.2 years vs 16.05 years).
Star S62 is also in a highly elliptical orbit ($e=0.976$, Peißker et al. 2020) and has a periapsis distance that is even closer to the black hole than S0-2, where it has a speed clocking in at about 30,000 km/s$^{1}$. No actual value or error bar is given in the paper.
The plot shows its orbit (in red) compared with other stars in the region.
STOP PRESS
A telegram issued by Peißker et al. 2020 claims detection of a new winner - S4714. They appear to have revised downwards their estimate of the peri-centre speed of S62 to 20,000 km/s and say that this new, very faint object, has a peri-centre speed of 24,000 km/s.

$^1$ Of course that is the speed as seen by a distant observer. If you were to go there and put a speed gun on it as it went past, then it would be a touch larger.