Those voices are Auron, Jecht and Braska. How do I know this? Having gone everywhere and done everything possible to do in one of my non New Game+ playthroughs, I look at Shinra's Dossier right before I go to the Farplane Glen to fight Vegnagun. There are three empty slots. I have done everything that I could so there are no more people I can meet. So I beat Vegnagun and I start a New Game+, and I look in Shinra's Dossier and those three slots are filled with Auron, Jecht and Braska. So in conclusion, the voices speaking to Yuna before and during the final battles are Auron, Jecht and Braska.

Carnage...umm...good point.