The one in lake Verity you need her to get your National Dex
I think you go and catch it in it's cave.
In Turnback cave
turn back cave
No, Azelf will not come back in Pokémon Diamond once you have defeated it in a battle or you have ran from the battle. Mesprit, 1 of the 2 Pokémon that you encounter in a cave, it will flee once you interact with it but you will be able to run into it as you're walking across the region.
dialga you get him in spear pillar go to you tube for further details and mesprit uxie and azelf lake acuity valor and verity. but mesprit is a traveling Pokemon you find him in the wild. and giratina turn back cave
Mesprit is in the underground lake.
in Pokemon diamond you can only use it in battle since your cave/house/thing is underground
Pokemon # 146 is Uxie in Pokemon diamond and Pearl and can be found in a cave at Lake Acuity just left of Snowpoint City. Pokemon # 147 Mesprit in Pokemon diamond and Pearl and can be found in a cave at Lake Verity just left of Twinleaf Town. Pokemon # 148 Azelf in Pokemon diamond and Pearl and can be found in a cave at Lake Valor between Pastoria City and Veilstone City. for a list of all other Pokemon you can check out this site... http://Pokemon.marriland.com/diamond_pearl/pokedex
In pokemon diamond, mesprit is in no single or specific place (well, when you find it for the VERY first time it is in the cave in the lake closest to the town you start in). It roams around the region and will teleport somewhere else if you use fly or ride your bike to get close to it.
The location for mesprit is near twin leaf.1.Starting from twinleaf go up. 2.then take a left into the lake.3.use the hm surf then swim to the cave. 4.walk up to mesprit then battle him/her.5.Good Luck.6p.s Have Fun
you need azelf,uxie,mesprit to open the cave after beating the Pokemon league
Quicksand Cave.