You learn rages on the Veldt with the leap command. Those rages can then be used anywhere. The more rages you collect, the more you can use. It's hardly limiting in any way.

When did Sabin end up with 9999 health? That's odd, and unfortunate. Now it's like you're cheating every time you use him which ruins the gameplay.

Right when you get Gau, don't leave the Veldt without the Templar and Stray Cat rages. Once you leave the Veldt and it's possible to come back later on, get the Aspik rage. Towards the end of the game you'll be able to pick up the Retainer rage, the Io rage and others.