@Angmir: Hmmm, I downloaded the Saber from the link you provided and it works fine for me, though I am using my own mugen and not the QoF one. That being said, your problem is an issue with the palettes; either your .def file is looking for a palette file that isn't there, or your palette files aren't being applied to your characters. You can either go into FF3 and apply the palette file to the sprite groups which need it (it's pretty advanced for beginners; I can try my best to help if you wanna do it that way since it's what I usually do to fix that issue), or you can fiddle around with the .def file, making sure the location of the palette files (the .ACT ones) are correct. You can also try canceling out all other palettes in the .def file, by putting a semicolon ( ; ) before each line of the pal (PAL) files, except the first one (that forces the character to use that single palette, usually the default one).
If anyone more familiar with the QoF mugen (and understands its coding), such as RMDB or Tetchi, can chime in, they'd be more equipped to better understand and help. When I first started, I hated palettes, and I'm pretty bad at them to this day.
As for the Bao problem...I'm too lazy to download and test him myself, but my instincts tell me that your version ISN'T rape-capable. The reason? I doubt the mugen wikia would post links to H characters, especially rapers. I'm thinking your Bao has a 'catch' move, but not the coding or additional sprites/anims to actually perform the move, thus he's the typical non-H one. That being said, there is an accessible Bao, if you check the previous posts, who can rape, though he's nowhere near the mugenero one. Hope that helps.
With all that aside, y'all think the guy who posted the "akirasama" file on the mugen uploader site is trolling us? I get that a lot of the uploaders have private files on there with special passwords (not ryona2) for themselves, indicated by the low download count, which is perfectly fine. However, the most recent files are in Spanish, and this one in particular has 0 downloads, so either the uploader is new and forgot to put an acceptable password, or he's trolling. (I get there are some excellent Spanish modders/creators, but I doubt someone like Tetchi would do this). Regardless, it's not bothering me too much...just hate that there's yet another character/file I can't get to, lol. Don't need another mugenero out there.