I have the same problem with you. Why can't I get rid of Regal? If you got the space in your Memory Card, perhaps you should save in 2 files, one for Zelos, and one For Kratos. That's what someone here told me. (Who told me?)
Welgia is the most painful level Iv'e been through (Besides Nifilem). I hate those move the character puzzles.
Head left twice at the intersections. You should eventually reach a large area with an exit to the right. Go through that and we'll come upon the first of several ice puzzles which are, strangely enough, not on ice.
First, let me note that sometimes, if Raine is your onscreen character, if you go up from the bottom right corner you'll stick onto the exit. I don't know why the game does this, but it's not consistant. Anyway, here's where you go: right, down, left, up, left, up, left, down, left, up, left, down, right, down, right, down, right, up, and right.
When you reach the door, go through and examine the orb switch. It'll turn on and open some doors for you. Go back through the weightless room and all the way to the nearest save point. From there, go down. There should be a door open. Proceed right until the fork. Take the left path. When you reach the next screen, continue going left until you reach some stairs. Go down the stairs. You should pass by two paths going down that lead to chests. Following the main path should eventually lead to another orb switch. Examine it. This should open a few more gates for us.
We have to return to the ice puzzle. If you forgot how to get there, read the first paragraph below the monster information. When you reach there, follow these directions: Right, down, left, up, left, up, left, down, left, up, left, down, left, down, right, up, right. Get your *** up the lift, down, right, up, left, up, right, up, right, down, right, down, right, up, left, up.
We're not done yet. Follow the path (get the chest containing Energy Tablets on the way there) and you should reach another ice puzzle. Go left, up, left, down, right, down, right, down, right, up, left, down, and right. Down another lift, go left for another lift, then go left, up, right, up, right, down, right, down, left, down, left, up, left, down, left, up, right, down, right, up, right.
After that, return to the save point. Make sure to save and unequip all light equipment. Now head to the elevator and go in. Follow the path.
REMEMBER! I didn't do this! Thank Gamefaqs.com for the help. Above should be the guide to get through Welgia.