After you beat Yunalesca, you go back to Zanarkand. Then you have to the whole puzzle thing again, this time by finding each of the 2 x 2 squares. Once you do that, it will open the shelf that holds the destruction sphere. After that, put the Destruction Sphere in the slot and then a treasure chest appears, showing the last item. You need all 6 to get Anima and the second chest in Bevelle is there no matter if get the destruction Sphere or not.
You are definitely forgetting the Zanarkand sphere. The only reason I haven't told you what it is is because how would you learn then?
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