Though, before they fight Kefka, Shadow does say something about knowing what it's like to have friends and family. I cant remember if he does that normally or not. --- TheAbominatrix

Before the final fight, every charater that you have rescue in the WOR will have something to say to Kefka execpt Umaro.

And for the different ending, only 3 characters (thanks TheAbominatrix for having confirm me this) can make a difference if they are not there : Sabin (affect Edgar), Locke (affect Celes) and Strago (affect Relm).