Crisis Core: FFVII on Dec. 12

I finally returned to Crisis Core: FFVII on Saturday.  I meant to play a little more into the story but I didn't get the chance to, unfortunately.  I sort of forgot the controls, so I wanted to play a few extra missions to refresh my memory, and also possibly level up Zack.  ^,^
     I started with an easy mission, and then I wanted to do a Normal mission next, which was in the category Seeking Precious Items.  It was called "Desert Island Surprises."  Hmm.  I thought it would be a piece of cake, but in minutes I had to use a Phoenix Down, because one of the bird enemies got me with two powerful attacks that took half my hit points each.  WHAT??!!!  I don't want to lose my Phoenix Down in some friggin' extra mission!  Those life-savers are hard to come by!  So what I did was, I reset the game, and tried again.  Again I failed to avoid using the Phoenix Down.  So I reset again, loaded again, and this time, I decided the best thing to do was to cast barrier at the beginning of every single battle in this mission.  For a Normal extra mission, it was pretty difficult.  Zack had to keep casting barrier (since it doesn't roll over to the next battle) and cast Cura every other minute.  If I needed to, after a battle I used a Potion, since I had 95 of those.  (I should sell some of them, hehehee ^,,,^). 
     Cloud helped me out in the DigitalMindWave, increasing Zack's level to 36.  Squeeeeeaalllll!!
     So next I went to an Easy extra mission to take a break from slashing at those fiends and keeping Zack's a** safe.  Nyaw.  I put my Dark Blizzara materia to good use, and my Thundara too, which leveled up nicely to Level 3.  Then I wanted to continue the search for the Seven Wonders of Nibelheim.  I went back to the kid and he reminded Zack about the painting of a sad girl in the inn.  I examined it once already.  But then I went back there (leaving Sephiroth alone, letting him stare out the window and mope) and entered the bedroom again and saw that only a chair was left in the painting.  The chair the girl in the painting was sitting on!  She really did leave the painting!   O__O  So where is she now?  I went back to the kid and he said the same thing over again.  "Sometimes she leaves the painting and enters our world."  Or something similar to that statement.  Well, I don't have a strategy guide for Crisis Core, so I am totally on my own for this one.  Where can I look?  I tried to look for her in the mountain trail, but it's the same three kids staring at the mako well, and then I came across the Wonder Bombs they were talking to me about.  None of them mentioned the sad girl.  During those battles in the trail,  Zack leveled up to 37.
     I've been wondering if I should find all the Seven Wonders before I talk to Sephiroth or if there will still be a chance afterward.  This little girl is the second of the seven.  [Sigh!].  I'll have to look more thoroughly.  I know what's going to happen if I talk to Sephiroth because I played though that part once before.  I just thought I'd do some more exploring in Cloud's hometown.  (Can Zack go into Cloud's house?  Please? : P )