Final Fantasy VI Walkthrough
Written by Djibriel
2.26: Back to ThamasaDeathgaze: "If you're looking for the man dressed all in black, he left for the colosseum.".
If you saved Relm things will be ever so slightly more complicated. She can now be in Jidoor: "One day, a man working for an aristocrat in Jidoor came and took that young woman back with him!". However, it's not a fixed occurance. In order to make Relm appear in Jidoor, you need to step on one of three specific tiles and exit Thamasa, re-enter, step on one of those tiles again, and exit again (which is a given). This process sounds far more unnatural than it comes to most players; one of these tiles lie on the stone path leading out of Thamasa to the southern exit, so as long as you follow that one, you'll be fine.
It's time to go pick them up, I'd say. At the colosseum, perhaps, to start?