The Hell Wyrm is in the Sochen Cave Palace.
Your clan rank has to be Knight of the Round, completed the Wyrm Philosopher quest (indeed, Hellwyrm) and defeated seven Rank VII Marks. By completing the Pharos, Agent means, having the option to enter the Bahamut.
Those Marks are:
Carrot
Gilgamesh
Deathgaze
Diabolos
Fafnir
Pylraster
Behemoth King
As for the other, that’s an Esper, not a boss. Zodiark. Don’t believe it’s a condition, though you’ll want to have it eventually.
P.S.: One of the reasons Hell Wyrm is required as a condition is because Hell Wyrm is basically Yiazmat lite. If you can’t beat it, then you’re not even close to being ready for Yiazmat. Stock up on Gold Needle and Chronos Tear and set your Gambits. But don’t think just because you can beat it easily necessarily means you’re ready for Yiazmat yet.