This bug recently happened to me, aswell as to a few other people.
I reported it on GFs today, and after spending the whole day arguing it wasn't a hoax and that I wasn't lying, I am incredibly frustrated with said boards and it's community, and that I spent the whole day trying to prove myself when it was clearly a waste of time.
I however figure people might want to know about this (And the faster people know about it, the faster my name will stop being slandered -_-), so I figured I'd report it here, where I (wondered) if people might be a tad more open minded and actually try it for themselves before crucifying me.
Here's what happened:
After Terra flew off of Narshe, my party was Locke, Celes, Cyan and Shadow.
Through SaveState, I kept Shadow with me until after finding Terra where he leave on his own during the cutscene. (Other people have reported Not Hiring Shadow and Hiring Shadow and having it flee from battle and still getting the bug).
After Zozo, I chose my team of Locke, Celes, Cyan and Gau. Upon reaching Vector, I noticed Celes was protected by Interceptor.
Other people reported Sabin being protected by Interceptor aswell.
Apparently, Sabin and Celes can be protected by Interceptor even before the Opera and Vector, just right after Zozo makes you chose your character.
I have no saves from before Zozo, and I tried to get Sabin to be protected too, but failed. For me, only Celes ever gets protected by the dog.
I by all means refuse to get dragged into a new argument about whether I'm making stuff up or not. I provided the information, and whoever is of good will can test it and I am nearly 100% certain things will be worked out before long.
Also, so far I've only heard of three other persons reporting this. I really doubt I did anything special, and as such I am clueless as to why not more person have experienced this up to now. I tried conducting a search on google to see if there were any other such reports on the net, but I found nothing. (My Googling skills are incredibly weak, though.)
I thank you.