I need the last names (If they have them) of the main characters in FF2/4 and 3/6... If you can help would be most appreciated...

I'm not too sure about most of FFIV's characters' surnames, except for Cecil (Harvey), and Kain (Highwind - yes, that Highwind); but I can help you with FFVI's characters' surnames: (Mog, Gau, Umaro and Gogo don't have surnames though - however Sabin and Edgar also have middle names as well as surnames interestingly enough):

Terra - Branford
Locke - Cole
Celes - Chere
Edgar - Roni Figaro
Sabin - Rene Figaro
Cyan - Garamonde
Relm - Arrowny
Setzer - Garabbini
Strago - Magus
Kefka - Pallazzio

Shadow's real name is a major plot spoiler, so if you don't want to know it, best look away now:

SPOILER AHEAD!!
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Shadow's real name is Clyde Arrowny, and he's Relm's missing father, so they therefore share the same family name (why else is Shadow's dog Interceptor is so friendly to Relm where he apparently rips to shreds everyone else?).

Hopefully, this has helped without divulging too much plot details!