Guide Book - go to junor underground reactor (where you go to get the sub) and the room won't let you go any further because the door at the end is locked. Just fight in there for ages and you will fight a ghost ship which you have to morph into a guidebook.
Underwater Materia - take the guide book to the old man in kalm and he'll give you it.
Mighty guard : learn from these sea creatures on the coast of costa del sol
Fighting Emerald weapon : you will need : final attack materia and phoenix on a linked slot, w-summon materia, mime ,masted cure, mastered all, mime, lots of hp plus, enemy skill.
Have someone cast regen all, then use mightyguard.
You could have cloud's limit ready and have him with mime so he can keep using omnislash
or
you could use w summon with knights of the round and have everyone keep miming it.