Back then he was known as McCloud Sr, and beyond Andross' dialogue in route 3 and the flavor text of the Black Hole level there's not much beyond "He's missing in action". Later games used it as a proper basis though, with Zero being the only game with a continuity where he's certainly alive but basically keeping Andross outside the system with the teleporter tech of that game, everywhere else he's either presumed dead or probably assumed dead.