Is it just me or is this very annoying?

Ok. I got to omega weapon, he cast Ultima on my characters doing 7000+ damage to them, killing all three. I only saved in the beginning obviously since that's the only save point. I lost the levels I got and everything!

Also, is there an easy way to get lvl3-4 key spheres? And if you say the Omega Ruins, don't, the monsters never drop them for me.