Shining the Holy Ark Cheats - Sega Saturn
Azalea is found in a bush in the Far East village.
Lacy is found on the ground in one of the secret walls that you move.
Finding the Light Of Hope
Look in the castle dungeon, in the wall of the cell to the left as you enter coming from the castle "upstairs"
Pixie at the East Shrine
The name of the Pixie at the East Shrine is Plum, and she is actually in the puddle in front of the stairs in the far right room as you enter the shrine.