You may think you have acquired a massive amount of CP but you will also notice that the costs of crystals has shot up tremendously. With that in mind, you should first unlock Haste (Synergist) for Sazh then unlock all cheap crystals that cost under 500CP. Vanille should buy all cheap crystals too and then work on Dispel (Saboteur) and Raise (Medic). Unlocking the Commando role for Sazh should be short-term objective. Sort your accessories out if you wish as well.
There are no Treasures Spheres or enemies here so continue to the waypoint after you’ve finished taking in the cool scenery.