By capturing monsters for the arena I was able to get 60 Farplane Winds, which I used to add Deathproof to an armour with Zombie Ward. That, combined with character overdrives and Haste got me through it.

Oh yeah, for the first battle, giving Wakka, Tidus or Auron an armour with Darkproof is really useful (keeping them safe from Yunalesca's counters).

Alex