This section may be expanded upon if and when they make a third ZX game. As it is, there are only four characters who actually made the transition into the second game, and two of those don’t count (Aile and Vent are technically the same person). If you count the Biometals as characters, there are a few more, but the Biometals in the second game don’t even appear to remember what happened in the first game, so even that is dubious.
So for now, see the character bios on the respective Data Base pages. Also check the Zero series for characters who reappear or are mentioned in the ZX series.