Not sure why inventory upgrades would be needed... you're able to hold 99 of every item. (Where is Lust even keeping it all? Ain't no way all that's fitting in nature's pockets.)
The fortune teller in the black market is a good place to go if you're missing anyone. If you are, she'll tell you a vague description of who, then you're on your own.
Otherwise... there's the wiki... which usually turns up as the second option in whatever search engine you have.