The method by which Sigma was infected is not explicitly made clear. The important part is that he became infected after he encountered Zero. I've never read any sources which specify that he was infected by the virus leaking out of Zero's capsule, as we never even SEE Sigma go near Zero's capsule. Most people believe Sigma was infected after breaking Zero's forehead gem, but there's also no way to tell by that alone. All that really matters is that Sigma was infected after being exposed to Zero. If you're on my Discord server, consider asking in the lore discussion channel. There may be a source that states explicitly what it was, but I don't recall there being one. Maybe someone on the server knows.

As for Sigma being infected, his highly advanced nature DID help him in some way. Rather than just becoming completely infected and going insane like everyone else, it seems that Sigma retained most of his personality. His advanced nature is believed to be how he "merged" with the virus and BECAME one and the same as it. Otherwise, he would have just been another random infected reploid.

The other thing to consider is that Sigma, despite being highly advanced, was not necessarily made to counteract a virus. At the time, nobody knew it was a VIRUS that was making some reploids turn Maverick. So the only option they had was to make a REALLY ADVANCED reploid in the hopes that he wouldn't turn Maverick on his own. If they had known it was a virus causing issues, they may have worked on developing an anti-virus much sooner. Instead, the first effective anti-virus was only made by X3, a whole game after discovering that Sigma's true form was that of a virus now.