With nothing really better queued in his judgement, Sazh is probably just gonna follow Saber's lead; the only real reason of that being "she seems like like Lightning but without the headstrong stubbornness." Honestly, I feel the best way to portray Sazh's allegiances in this scenario just revolve around him making parallels to his previous allies.

@Dblade: Well, it IS pretty dark in the cave. You could have him hiding in the corners, or something. After all, you have vision when the others have to rely on light sources.