I tried and the rust will not come out.
Firstly I tried good old Fairy Liquid, then old fashioned green household soap and then vinegar. In desperation I even tried bleach! But the rust will not shift.
I even counted out the stitches to see if the rust would be covered, yes in 2/3 places. However, when the fabric had dried I noticed that either the rust had run or the bleach had affected the fabric and there was now a larger pale yellow spot around the rust mark. So this really is a none starter. I will finish the backstitching on the completed hedgehog and turn him into something, don't know what.