Tera, the nun is in level 3'. To save her, rather than going through the first door you encounter (the one that leads to the skeleton' bones, go beneath this door and hit the wall to the right. This will lead you to a passage, which is under the skeleton bone thingy. Follow the stairs below.
For Iris, saving her in the remake is a bit different. Rather than pressing the heads of the two frog statues to make the bridge collasps in level 4' in the original rondo, you will encounter a blue and yellow frog near the end of the bridge. Instead of killing it, have the frog follow you by being near you. Once you reach the area to the right, with the 4 or 5 frog statues in a row, go near the column that doesn't have a forg on it. The blue and yellow frog will jump on the column, which will make the bridge collasp, allowing you to go under the bridge and therefore rescuing Iris.
As for Annette, *spoiler* She is moved else where. She is no longer in the clock tower. Even though I have yet to rescue Annette, I'd imagine she is in the lower part of level 5' (the area that has two starcases, one going up and another going down) since this area is very hard for me. It is an underwater passage way where one has to turn on a switch and jump on statues. Since this is the only area I have yet to beat this area, I'd imagine this is where Annette is at.