I already went to all the lakes and the caves but I couldn't find them. I beat the people in the Galactic HQ and set them free already! I don't know where I can find them. Please help!
You must catch/beat giratina in the distortion world before you can catch them at the center of the lakes. Mesprit will begin wandering after you find it, and the other two will engage in battle.
If you capture, Beat or run from Giratina, you will find them in the middle of the lakes, you battel azelf and uxie but mespirit stats wondering aroud the whole region.