5000-6000 HP damage? That's really much! Your Vitality and Evasion stats are probably low, or your characters are equipped with terrible armor... unless the damage done by the Dark Riders is based on draining a certain percentage of your characters' max HP. If it's the third choice, there's not really much you can do about it. Try to raise your Cure spells so that you can heal for more HP, or bring along Elixirs with you to restore some HP/MP when your MP is getting low.