you catch raikou on the last gym leader in the kanto leaders and you catch uxie in vermillion city from
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catch it in the wild
yes uxie comes back to life after a while.
the ultra ball is what i used to catch it...but you could use the master ball after you get it
When you catch dialga/palkia or defeat them, you can catch azelf and uxie in the lakes.Mespirit will flee so you gotta get a poketech radar to track it down.
Catch all the legendary Pokemon and train em to level 100 good luck!