and in CC, all three were friends, and sephy began to become angry at the shinra (would have fought against them), but after reading everything in hojo's lab, he began to hate everything, and being close to jenova just set him the rest of the way off.
if he had never seen the material, he would likely have fought alongside you in avalanche, or just fought on his own (more likely), but hojo would still have ended up rejoining him with jenova in the reunion, and with the two of them combined, that would be a very bad thing O_o.
and just like angeal and genesis, he too had a wing signifying the addition of jenova's cells to his body, he was just stronger and more in control than the other two because he was born with it, where they were modified through other ways.
been a while since beating cc the last time, so i may be a little off, but this should be relatively correct.