Here are the final characters Sabin has relationships with. Unfortunately, they don't interact enough with him for there to be a lot for me to say about their relationships, but I figured they were worth noting at least.
Duncan - Duncan is the martial artist Sabin trained under for ten years. He taught Sabin everything he knew, even his prized blitzes. Sabin met Duncan shortly after his father died, so I think Duncan sort of stepped in as a father figure to Sabin. Sabin looked up to him a lot, and was sad when he “died”. When Sabin discovers that Duncan is indeed alive late in the game, Sabin grows emotional, and you can tell how much Duncan means to him. Their interaction is pretty funny, as Duncan is pretty sarcastic. Duncan's probably where Sabin got his optimistic nature from.
Terra - The two don't interact a whole lot, but Terra seems to gain his respect right away. She called Sabin a bodybuilder who strayed from his gym. I think Sabin ended up liking her because she was sarcastic to him in the beginning. Sabin is sarcastic, Edgar is sarcastic, and Duncan is sarcastic. It's what Sabin knew, and what he responded to best. The two interact only one more time at the Returners Hideout. There, he told Terra that she could trust his brother, but not to tell him he said that.
Shadow - Shadow helped Sabin out when he first got separated from his party. Shadow was quick to tell Sabin to leave Cyan alone when Cyan was mourning the passing of his family, but the two hardly interact past that, and Shadow abandons Sabin pretty quickly. Shadow must have made an impression on Sabin, though, because Sabin tells him that he'd be honored to fight beside him again.
The other characters in the game don't really interact with Sabin too much. I guess that's what happens when there's a large cast of characters in a game. Relm annoys him for a little bit, Celes saved a kid from a house he was holding up, and that's about it...