If you went here before you will have realised these two kids are in a bit of a pickle. One of them's trapped on the other side, and you wouldn't have been able to help out before. Now that you have Lash, you can get the rope across. When the two kids have finished talking, go up the ladder to the right and use Lash on the rope. They'll thank you, but don't worry - there's still something for you to get. Use the rope to get across and go through the door.
You can't do anything down the stairs, so go down and attempt to walk across to the Jupiter Djinni, Breath. You'll fall down, but climb up the ladder. The Djinni will get scared, and fly away. Follow it along the long path until you get to some stairs. Go down them, then go to the left (the footprints just lead you on a longer path) until you get to three sets of stairs leading up. Go up either the left-hand or right-hand one first, then when the Djinni flies past underneath the bridge head back down and go up the bottom set of stairs. Follow its path up until you reach an enclosure of sorts. It'll go up on the walls here, so push the torch into the gap at the top. Go up onto the walls, and it'll get trapped because of the torch. Go to it to start a battle.
Breath, the Jupiter Djinni
Djinni have a nasty habit of running for no apparent reason. If this happens you will need to leave this room by any means, then return and push the torch into place to trap Breath again. To defeat it (remember, all Djinni are significantly tougher than standard enemies), use Echo, Venus and Spire with Felix, Fume with Jenna and either Ray or attack with Sheba. When its defeated, it'll join you.
Until you get your fourth party member, you won't be able to do anything else here, so use Felix's Retreat, and exit Shrine of the Sea God. Again, you can head back to Daila to use the Inn or Sanctum (Sanctums are where you can get your party members revived, cured of poison, decursed or ridden of evil spirits) and/or buy equipment. You may also enter the mayors house to bump into Alex again. He'll claim that he's head to Madra to find a boat without accompanying you (much to Jennas disgust) and ditches you again after a quick conversation. When you're done, head out of Daila and south to the fork again. Instead of going west to Kandorean Temple, go east and follow the path to Dehkan Plateau.