Combat King 003 - Pigtail Girl Side Quest
The Combat King 003 magazine is obtained through an ongoing side story between Zell and the so-called Pigtail Girl. She is the girl who awards Squall with either a Remedy or a Mega-Phoenix at this part of the game (depending on whether or not you have Zell in your party).
This side quest can be completed after you have found the White SeeD Ship.
Before you head to Balamb, make sure you speak to one of the girls on the Library Committee. The best way to ensure that you have done this is to go to the Library in Balamb Garden and talk to the Pigtail Girl (if she is there).
Make sure you have Zell in your party and head over to Balamb. A girl should walk by in the first screen – talk to her and she will ask you if you know a girl at the Garden with a pigtail. Head over to Zell’s house and speak to his mother about the girl with the pigtail and she will tell you she does not have it. Now go to Balamb Hotel and stay the night (with Zell still in your party). The team will awake to find Zell missing. He is downstairs speaking with the Pigtail Girl and by the end of their conversation Zell will receive Combat King 003.