As a slave who claimed to be from Deneb IV, Zog served at the Bar Galactica run by Madame Delilah. When the Doctor, Jason and Crystal arrived, they found Karl and his mercenaries waiting for them. Crystal and Zog became friends and the travellers took Zog with them when they fled the bar. Zog continued to travel with them. (AUDIO: The Ultimate Adventure)
The Sixth Doctor's companions from stage plays are difficult to assert with certainty, as different actors played the Doctor in the same play. If a medium is not mentioned, then this incarnation did not have companions who were original to that medium; it does not mean that this Doctor failed to appear in that medium.