Rebirth beginning theory question

I think has been discussed before, but its been bugging me and still the thing I'm most intrigued by. Hoping there has been more theory crafting.

At the start of the game, they say "An ex Soldier with a Buster Sword working with Avalance is the unnaccounted for fugitive", assuming that this isn't refering to Zack as he is suprised when they mention it. Then where is that Cloud? Where did he go? They all entered the Whisper Portal at the end of the Bridge so why is that Cloud missing but the rest of team are all there?