Actually you can get Episode completes in both areas, regardless of affiliation. If you sided with New Yevon, getting a Episode complete in the gorge (fighting your allies) results as a complete for the Mushroom Rock Road. If you allied with the Youth League, going to Bevelle and speaking to Pacce also results in the required Episode Complete. Just don't go to Zanarkand first. If you do ABSOLUTELY everything, you can get it. You need only ONE complete per area, so areas like the Mi'ihen Highroad has two; you only have to get one, Fiend Colony, or Investigation.