I think Kappy's quote can occur during the play in the Gold Saucer date.

darkchrono's is obvious: occurs during Cloud's dream after the Ancient Temple disaster about his meeting with Aeris and Sephiroth in the Sleeping Forest.

As is Mercen-X's: In the Corel Prison after Barret guns down a random guy behind the couch in the house the party is in, when Barret says he needs to deal with his matters alone.

Easy one to keep it going: "This guy are sick."

I'm still interested about Kappy's quote.