Big Guard will help you a lot. So get an enemy skill materia quick!
You should have a manipulate materia since you have Cait Sith, so go to Gongaga Area, wander at the beach and manipulate a beachplug (those with tentacles) and then cast BIG GUARD on your party in order to learn it.

It should really help with demons gate. I never tried COMET materia though, it should be a non elemental attack.