Antinomia: FF6

Hmm...

Esper mountain would already be too crowded since that's when Relm shows up (assuming that's roughly the same), so... hrm...

Vector is completely empty after the continent rises, yes?  Could put him in the pup there, lamenting that he's not going to get paid.
Alternatively, you could plop him in one of the inns, out cold in a bed.  You talk to him there, he says he got pummeled by Yura and he's not sure how he got there, and then he joins?

Hm, that's a thought.  Have it be like a scavenger hunt thing where if you return to Thamasa after the Leo event during WoB, you find Interceptor there and have to follow clues he leaves to find Shadow.

"What's that, Interceptor? Shadow fell down the old well again?"