Lightning dodging: Get in the right mood. I did it right after a thunderstorm and it was easy. Have a friend in the room to talk to every ten minutes or so, so you don't get stressed and tense.

Butterfly catching: There's a fixed patterns to the butterflies. Play through over and over until you have it memorized. Go in front of one, behind two others, etc. There's really only one hard part in the first, and it's around that curve, because you can't see what you're doing there X.x;

Monster capturing: In djose, you probably missed out on simurgh. According to CB!'s excellent monster catching guide, you'll have the best luck down at the end of the road closest to the temple. If you have simurgh, do you have garuda? These are down in the mushroom rocks near the elevator.

Just go ahead and capture ten of each kind of fiend, it'll save you trouble when you want to fight nemesis (which should be easier than your dark aeons)