FFVI: Divergent Paths

I think I may have found the problem. You said that you first noticed this after Leo spoke to Lola. When you recruited Leo, did you have:
1. 4 members in your party
2. One of them Mog
3. But not Shadow, Gau, or Gogo?

1 and 3. But I should mention, the order I did things was: Recruited Leo, recruited Mog, fought Tritoch, fought and recruited Umaro, then I did the event with Lola cuz I forgot to do so until then. All these events I had a full party of 4, with the last 3 events having Mog in the party. None of these parties had Shadow, Gau, or Gogo. So I have the feeling it was one of the last 3 events I mentioned, so I feel like it's a problem with either Umaro's recruitment event, or the event with Lola.