Well I just played through it myself (except I also had Sabin), and the character's face appears over their location if you didn't get them. In Celes's scene, Setzer saves her and tells her that, "Don't fall! Remember, you promised to do your "Maria" act again!" "What a woman! Your life is hanging by a bandana [Locke's Bandana]" Celes then says (after they run off) "This is my good luck charm... Things took a turn for the better when I found this" "Locke, promise me someday you'll look after me again." Terra is also in the ending even if you don't get her. I wonder what changes are made in the Edgar/Sabin scene if you don't get Sabin?