After completing the Cloister of Trials in Macalania, you will run into some problems and have to run away from the place. Your goal at the beginning is to just run, as Guado Guardians will begin chasing you. You will inevitably be caught by one or two, causing a battle to ensue, but these Guardians are the same as before, although they will summon fiends from the Lake Macalania area. Unless you can one-shot the Guardians (1,200 HP), then have someone use Steal on them to make sure they don’t Auto-Potion themselves to full health. Once you get past the first screen, you won’t have to worry about them chasing you anymore, so you can take things slowly.
Note that random encounters will be active again, so you’ll have to do battle as you continue running away. When you reach the little icy bridge on the second screen, ignore crossing it and continue straight south on a thinner ledge. Keep following this side until you eventually run across a chest, which contains a Lv. 1 Key Sphere. You can cross back over to the main path right next to the chest and nearby will be a Save Sphere. Save your game and on the next screen, prepare for a boss.
Wendigo hits hard and thanks to the two Guado Guardians, it has the potential to hit even harder. Not only can they heal it with Auto-Potion, but if you inflict Darkness on the Wendigo, they can use Eye Drops to cure it. To make matters even more annoying, they will cast Berserk on the creature, increasing its strength. It is possible that the Wendigo might even be able to one-shot some of your characters if it it Berserked. Should you go after the Guardians first and defeat them, they will cast both Protect and Shell on the Wendigo. There are ways of dealing with this, so your first priority should be the Guardians.
By now, you should know to use Steal on the Guado Guardians to disable their Auto-Potion, making it much easier to bring them down. Outside of the above, they can attack your party with Thundara and Blizzara, but your handling of the Wendigo should probably keep them busy enough so they won’t attack. Once you’ve taken the Guardians out, you can focus on the Wendigo. If it is Berserked, you can use Esuna to get rid of it, but Provoke and Threaten will also work. The only thing the Wendigo will really do is punch your characters, but there is something else to this creature.
When its HP is under 50%, it will raise its arms and tell you to attack it. You should avoid doing so, as you will be met with a counter. The Wendigo will put down its fists after a few turns, meaning you can attack normally, but it can do the counter stance again later, so be wary of when it does. So, you likely have Protect and Shell on the Wendigo and Yuna probably hasn’t advanced enough to get Dispel yet. Despite this, it is still possible to remove those buffs with Ixion’s Aerospark, so quickly summon the Aeon to use that to get rid of the buffs. With the Guardians gone, you can inflict Darkness on the boss, plus Power Break will also help in diminishing its power.
Under Lake Macalania
Upon defeating Wendigo, it will punch the ice and drop you down underneath Lake Macalania. Save your game, then speak with everyone, saving Rikku for last. Note that there are two chests in this area, one behind Kimahri and another behind Rikku (their initial positions). You won’t be able to get to them until they move, which happens after doing the above. The chest on the right will give a Lv. 2 Key Sphere, while the one in the back will give an Avenger. Once you collect those, go north to speak to Auron, then return to the others to continue. When everything is over, you will end up in the Sanubia Desert.