The only one of those games I've ever played legitimately was Diamond, which was with one of my friends, since he was the one who owned the game. Anyways, I still remember our frantic search for Mesprit, since we thought something was gonna happen in the cave in Celestic Town, once you'd caught all three of them. Of course I later found out that wasn't the case, but we weren't successful in catching it either. A few years later we were playing through the game again though, since there was a bunch of stuff we hadn't unlocked, due to not having seen every Pokemon in the regional dex. But while on our way to catch the Friday Drifloon, out of nowhere, completely to our surprise, Mesprit suddenly appeared. Since we didn't want to risk having it get away, we used our Masterball to catch it, and instantly afterwards went to catch Uxie and Azelf, to check if anything was actually up with the cave. And while Uxie was a breeze, Azelf for some reason chose to be super difficult that time, and we didn't end up actually catching it xD We never played that version again together, since he sold it a while afterwards, so we never got to know for ourselves if anything was actually up with the Celestic cave haha. Oh well :D