I can help you with that. Okay what I did first was got some of those poke'balls that work better @ night. Then i went to my box and got a pokemon that knows sing, because sing will usually last longer than hypnosis, grasswhistle, etc. w' about the same level. Then I battled Uxie first, and used not the strongest physical attack, but one that would work on it, like faint attack. This didn't kill it but at least it was weak. Then i put it to sleep. Then i used the dark ball thingy and repeatedly use it until i caught it. For azelf you have to watch out for its special attack, while Uxie you half to worry about its spdef. So i hope this will work for you