The class girls are temporary party members, for special missions/events.
Your basic (potential) romances in each playthrough are:
-Hana
-Bloodfang
-Hachi (you'll meet her later)
-Your class girl.
There are also other romancable characters, but they do not become party members at any point.
Edit: As for Nao, you have already met her again, on floor 3. She was the girl who was being beaten by the villagers in Blackcry. If you were an assassin, you could have fought them off.