Sega Master System / Mark III / Game Gear
During the Sega logo, press x5.
To rename the main character of the first Shining Force, confirm the name of the main character with +. To rename the other characters in the game, confirm the name of the first Shining Force with +.
First, finish the game. Now, when you start or restart a game, + 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 ~Final Conflict~ (シャイニング・フォース外伝 ～ファイナル コンフリクト)