If you lose in the battle against Shinryu Celestia, Bahamut-0 gets summoned (by who I assumed to be Doctor Arecia). This is basically like when King Mickey saves you in Kingdom Hearts II. Bahamut-0 comes to kick ass. The quickest way to beat Shinryu this way is to wait for her barrage of projectile attacks to end, and then immediately start charging up Mega Flare until it turns into Giga Flare and then release. That will take out all of her HP until it's time to use Break-Sight, and then you must charge Mega Flare again until it reaches Tera Flare and watch destruction rain. Unfortunately, if you were doing the S.O. and Bahamut-0 saves you, the S.O gets cancelled.