I've done everything. I even bought the official guide to see if I was going wrong somewhere but I haven't.

Penance: I've defeated all the Dark Aeons and he's not appearing in the airship list. Granted I used Zanmato to kill the hardest ones. I even managed to get it in every fight with Dark Yojimbo. Although I only had to fight him 4 times. I don't know why but I can now enter the Sunken Caverns and come out without getting in a fight with him.

Nemesis: I've captured 10 of every fiend roaming the areas and I've fought all the Species, Area and original creations and the owner won't breed him.

This is most galling. Aside from those two fiends I've completed every single side quest. Got an unbeatable Blitzball team and every character has their Celestial Weapon. I even completed the game and reloaded to complete the side quests. Any ideas?

Thanks.

There are actually 5 fights with Yojimbo. Following the map, you're better off re-tracing steps backwards to every path in order to secure the final encounter. Should you pursue the standard path to the exit, you shall only get 4 encounters - meaning you shall not encounter Penance if you have the European version.

Simply ensure you track back to every alleyway in the cave to secure each battle.