Sega Master System / Mark III / Game Gear
To rename all characters in the game, confirm the name of your main character with +.
First, finish the game. Now, during the Sega logo, press x5. A sound will confirm the code and the message
Excellent will appear at the title screen.
First, finish the game. Now, when you start or restart a game, hold + when the narrator says the last words to access the Sound Test.
To enable the sound test without actually having to finish the game, edit save memory location 1B0F and set it to 3. You will be able to access the sound test as if you had completed the game normally.
See the main page for Shining Force Gaiden ~Ensei Jashin no Kuni e~ (シャイニング・フォース外伝 ～遠征・邪神の国へ～)