I have only found the Thunder ring. When you go to these elevator things you should get you and mog on the wooden platform then you drop down and get the ring. There are 3 elevators

Actually, you were told that both the Life and Cure rings are in Conall Curach, not Selepation Cave.

The cure ring is part of sets 2, 4 & 6 and the life ring is a part of set 8.

The sets refer to the number of bonus points you have to get during the level to get to that 'set'.

To read about the sets and how to get them, go here:

http://db.gamefaqs.com/console/game...hronicles_h.txt

and scroll down to the section called d. Artifacts [A2D]. Everything you need is there.