You can battle Cobalion on route 13, Virizion on route 11 and Terrakion on route 22, after you have beaten the Elite Four.
Also is you defeat them and return again to catch them after you have beaten the elite four again, they will be at a higher level.
If they fainted, if you battle the elite four again they will appear.
But if you saved before you battled Cobalion just reboot your nintendo.
Hope I helped.