So a long time ago I was in wal-mart and I was looking at a copy of panzer dragoon saga after having just read in EGM that there were very few copies in the States. I had the money but my mom wouldn’t let me buy it because I had just bought Shining the Holy Ark and she didn’t wan’t me spending anymore money. (I think I was 11 or 12.) So anyway, I moved on and eventually became obsessed with Final Fantasy VII, Suikoden, and Legend of Dragoon. So recently I was wondering what all the hype was regarding this game and so I committed the unpardonable sin and downloaded the disk image and played through panzer dragoon zwei and saga on an emulator. And I have to say that I was very impressed even in this world of PS3’s, 360’s and Wii’s (And we used to call the saturn “next generation”). I loved the gameplay, I loved the visuals, and I loved the story (Except for the annoying ending… seriously endings like that make me sick, there are enough depressing things in world without Azel and Edge not being together)
Having never played Orta, I was wondering if we ever find out what happened to Edge. Having been a long time gamer I know how developers are when it comes to loose ends, that is, they leave them everywhere and move on to another game. (Those dirtbags, I’m still ticked about Final Fantasy VII - a movie sequel and 2 additional games and Cloud still isn’t with Aeris)
Also, does the Aronak Unit have any use? The only reason I played Zwei was so that I could obtain an item I never used. (And let me say Zwei’s last battle was absolutely amazing!!!) And Finally, what is the purpose of the little dragon you can get from Shelcoof?
Welcome aboard danemichael, so have you ever told your mom how you could have made a 300+ % profit off that game if she’d let you buy it back then? 
But the short answers to your two main questions are:
Yes Panzer Dragoon Orta lets us know what happened to Edge and Azel, though in a vague manner typical of this series, and some people see room for differing ideas about it actually.
And yes the Aronak Unit has a use, it plays jingles and reminds you of the fun you had with Panzer Dragoon Zwei. But nothing else sorry.
If you have no means or plans to play Orta anytime soon, there’s some explanations of the story to be found at the PD Legacy, from the Hosted Sites part of the main page here.
There’s a rumour flying around that Orta is coming out on Xbox Originals (on the Xbox360)
As for Saga’s ending I think there are enough merry happy endings for there to be yet another one 
I also, have one complaint in that Atolm died. I thought that guy was pretty awesome. I was hoping that in the end he was going to come back and lay the law on Sestren. I’m sure together, he and Lagi could’ve opened up one serious.
Oh and I have another question. So towards the end of the game we know longer hate Craymen because it seems he has honest intentions. Ok, I’m fine with finding out that certain bad guys are misguided (Lloyd in Legend of Dragoon was every bit as cool as Sephiroth) and not just plain evil, but what was Zastava’s excuse for laughing maniacallly after killing Edge’s friends? If Craymen was such a nice guy, why the heck was he hanging out with that dirtbag Zastava?
And again, what about the baby dragon that you rescue from Shelcoof? Does he have any purpose in the later story?
And is it just me or does Azel look hot in some shots and hideous in others? Maybe that’s the reason Edge didn’t hook up with her sooner - He couldn’t figure out whether or not he was attracted to her.
There are no 100% nice or 100% bad people in real life and it’s the same in videogames, or at least it should.
Craymen isn’t necessarily a saint and there are a ton of reasons why he would have someone like Zastava (who I would describe as crazy instead of evil) on his team.
The baby dragon is never explained and could be interpreted in many ways. It could be an explanation for the dragon crests or simply an easter egg. Or both.
In general, the bonds forged between professional killers of any sort, have their own unique criteria I imagine. For example, if you were a soldier, and you knew a certain person had your back more reliably than any other… what idiosynchrasies wouldn’t you forgive?
And this echoes what Gehn already said but, I don’t regard any characters in Panzer Dragoon as “good guys” either.
