Great! You have the orbs! Now go to Celestic town and go into the big brown house located north in the town. Talk to the grandma person (I think she is cynthia's grandmother) and she will talk about Dialga and Palkia. Then there is a book on a table, read it ALL. Now go outside the house and go to the level on which the little house/shed looking thing is on. Go into the tunnel thats behind it and walk to the cave painting inside the tunnel. Click "A" on the painting and Cynthia will appear and talk to you. CLICK YES FOR ALL THE QUESTIONS!!!!! Now go to the Spear Pillar and a blue tunnel diamond thing will be at the end on the spear pillar level.(just check around on the spear pillar level). Click "A" on it and say yes. After you catch/kill Dialga(or the blue one, I forget which one is which at times) walk into the tunnel/cave/Mt. Coronet and walk back out. The purple/pink tunnel,diamond thing will be there. Thats Palkia(I believe). Click "A" on it and say yes. There you go!
You need to talk to the elder in celestic town she is in the big building up the top
If you got the orbs then Dialga and Palkia should be there so I don't know what happened with your game it worked for me.