No, it's nothing like that. Zaeed is an additional character and can be obtained by purchasing a DLC package, same as Kasumi.
I am not 100% certain but I think 3 were Legion, Tali and Samara or Kack, or even both of them: I would like to play through again to have the perfect playthrough with no deaths but I couldnt really care about losing those specific characters. As long as Garrus and Thane(yes, like you said, AWESOME) survive I am quite happy to play ME3 with those deaths. Oh, and I havent heard of Zaeed before. Is that because of the localisation?
Just curious, how many members have you lost exactly in Mass Effect 2. I've beaten it yesterday and I lost Zaeed who sacrificed himself to save Kelly, Chakwas, and other crew members, Legion while hacking the door and Jack in last battle. Out of the three I only regret losing Legion, I couldn't care less for Zaeed and Jack was just annoying. My brother however managed to lose only one member, the drell assassin Thane, probably the best addition, characterwise, to Mass Effect 2 if you ask me.
