A good way to get fury fragments is by playing Triple Triad - 4 Blue Dragon cards will get you one fury fragment, which, if I'm not mistaken, is all Zell needs to get his best set of gloves.

Pulse Ammo, however, is a tad more difficult; you need to refine it from energy crystals, which are hard to come by. One crystal will get you 10 pulse ammos, and I believe Squall needs 12 to get the Lionheart. They are generally dropped by Elynoles, but they are hard to find outside of the Lunatic Pandora. The only other way to get your hands on them is to refine 10 Elynole cards into one crystal, which is a pain in the butt.