Forest Owls really only existed for that train part of the game
Avalanche only existed until you left Midgar....
You were part of the Returners for the entire game, except right at first when she was controlled by the empire. After that point, you were part of the Returners... Locke and Edgar were both high inside the Returners... Terra just was undecided at that point. But literally you ARE the Returners.
THE JACKEL