Mag isn't one you can befriend directly or play as. She appears mostly as a part of Wiz's story. It would have been interesting seeing things from her POV more though.
Digsby on the other hand, after you assist him with the crates, leave the area where he's usually found and come back to it again. He won't be at his shop stand, but he's elsewhere in that same area instead. Easy to miss.
Fun fact: Digsby is actually one where you can fail to progress his quest properly. If you chose to not help him with his delivery, you won't be able to become good friends with him.