At this late stage, what remaining characters are Lost?
The show's title has to mean something. So what characters are truly lost at this point in Island time?
Most of the characters we have seen did not come to the Island as a matter of their own free will. The 815 crash survivors were lost when their plane went down. But the O6 left the island, they were "found" by civilization. When Jack, Kate, Sun, and Hurley came back to the Island, it was their choice - - - so they are no longer lost. Sayid was taken by Ilana, but if Sayid truly did not want to return he could have put up a fight or died trying to escape.
Miles, Frank and Ilana purposefully came to the Island at some point in time. Ben freely came back to the island. On a technicality, both Sawyer and Jin came back to the island as a matter of personal choice (survival) after their rescue attempts were aborted. The only reason Jin lived was that he got back to the island. The integration into the Dharma camp solidified the notion that the 815ers decided to stay. Rose and Bernard were lost with the other survivors, but now are content to stay in quiet retirement because they found their final home on the island.
Flight attendant Cindy had joined the Others. So she cannot be considered lost. The only characters who have not been given a choice to be found are the children who were kidnapped by the Cult of the Scarf. At this time, Emma and Zach are the only remaining "lost" characters.