youir aeons get more powerful as yuna does, you can also increse there stats using power sheres etc...
for them to do more than 9,999hp damage you need to have the celestial weapon relating to that aeon.
anima, bahamut and magus sisters can do more than 9,999 without you getting any weapons provided there powerful enough to do so.
to unlock the 9999 limit get these items
SHIVA:- lulus onion knight
YOJIMBO: - Aurons masamune
VALEFOR:- yunas nirvana
IFRIT:- Wakkas Word champion
IXION:- Kimahris Spririt lance
there are other celestial weapons for the other characters but they dont affect the aeons, also teh weapon has to have its first upgrade before it unlocks the barrier, hope thsi helps you out bud