The Jupiter sigil is indeed in a locker room. It's one of the rear right-hand side lockers in the Auroch's locker room in Luca. It took me a while to figure that one out as well. You actually have to physically walk up to the lockers and press x. I think it's the second one from the wall, behind where Botta's standing.

You did the race, got 0.00 and didn't get the Sun Sigil? That's... strange. I can only suggest doing it again.... (sorry!)

Saturn sigil is all about just doing that silly butterfly game over and over until you either beat it or kill yourself. I don't have the International version but i doubt there's a Dark Aeon blocking Macalania woods... from what i understand, Dark Aeons hang out around temples.

And you don't need all the Aeons to get the Moon Sigil. In Fact, if you're REALLY godly, you can get Yuna's legendary weapon before you get the airship. You just have to beat the Remiem Bahamut, get the Flower Scepter, and get the Flower Crown from the Calm Lands Arena man after catching all the Mt. Gagazet monsters. Then you have to beat the Magus Sisters in Remiem, which, using the overdrives on all your Aeons, shouldn't be too hard. Then you'll get the Moon Sigil. Whew.

And as you seem to have found out, the Mercury Sigil game is just profoundly time-consuming. Moo.

Good luck. Be sure to post a victory dance when you get them all!