Final fantasy 6 advanced

Im wondering since im getting near the end of the world of balence and near the world of ruin, well any way i defeated the gardian and watched the cut scene well what i want to know is, Since shadow is holding Kefka back with the statues and when i get to the end of the floating contenet, i know that waiting for him he will come and escape with you, but what happens if i dont wait and i get off, what happens then cause i know shadow dies does he get replaced or what happens?

All it does is add an extra step to getting Relm in the World of Ruin, since she'll appear in the place where Shadow was supposed to be if he managed to survive.