Yeah it looks like I dropped the ball on this one. I'll take it as a lesson learned the hard way.
So that this doesn't happen again, I'm going to use the in-game save plus the ZSNES save states. Another question though: when I use the in-game save, my data never sticks. Whenever I load up the game then it is always back to Terra, Vicks, and Wedge in Narshe. How do I fix this problem?
(I encountered this problem before which caused me to use the save states only).
Thanks again for the insight

And in response to theundeadhero, I have the SNES version but I downloaded the ROM for the portability - with it you can play FF3 on the go with a laptop, which is the better alternative than lugging around an old SNES eh?
Yeah I should look into the new Game Boy Advance release!