Hmmm...I was at about level 49 or 50 when I fought Ex-Death, and all my characters had HP's in the 3000's. But, all of my characters had also mastered the Monk job, which automatically boosted their HP's up by 30%. You could try just making some of your characters monks, and you chould see a signifigant increase in HP.

As for the double lances, you can buy them in the hidden weapons shop in Mirage Village for a hefty price, but the ones I had I had randomly picked up along the way. If you check your stockpile, you may have some. I know there was one in a chest in Ex-Death's castle (near where you find Carbuncle), and enemies like Behemo King drop them after a fight.