I think it's Bahamut. The menu screen should look like this
Ramuh Kirin
Siren Stray
Ifrit Shiva
Unicorn Maduin
Shoat Phantom
Carbunkl Bismark
Golem ZoneSeek
Shraphim Palidor
Fenrir Tritoch
Terrato Starlet
Alexandr Phoenix
Odin Bahamut
Ragnarok Crusader
Raiden
To get Bahamut you need to defeat Doomgaze, but not with the Vanish/X-Zone trick as you won't get Bahamut if you do. Find Doomgaze by flying all over the world map in the Falcon. Eventually you will get into a battle with him. He has 55,555 HP and has a tendancy to Escape battle after attacking you with L5. Doom and other spells. Any damage dealt to him will carry over to the next battle, so keep flying around until he is defeated.
