Besides as I've said before (as did someone else I think) who cares what Square say? They made FFVIII as it is, it's now free to interpretation as far as I'm concerned. If there's a gap to be filled I'll fill it with whatever I think makes the most sense.

As for making it obvious, I think Griever is a big enough hint to at least stop and question Ultimecia's relation to the rest of the game.