So I finally figured out how to change party members. You can't do it in the "party" menu which would make sense. But you have to go into the "combat" menu and then you can change the party members. I'm not entirely sure why there are two menu's to do something when one would have been enough. I mean, even in the same game, you can switch gear and materia in the same menu. It makes no sense.
Grumble over.
Enjoying the game, despite that and Yuffie, but currently playing Dave The Diver as a pallet cleanser, I knew I rushed into the game too quickly after Metaphor.