I just can't defeat them. I can defeat the other spawns easily, but the captains keep defeating me.

My party is Shadow, Stormy, and Evening Sky.

Any advice is greatly appreciated.

I would first recommend having a healer (light pet) on your team, either replacing the slot of your air or fire pet (since you have a tank). You can also try using a light tank for an offensive team but just be aware the light pets are not as efficient healing then

Second, I'd recommend having 2 intelligence 2 dexterity on your fire pet and 2 strength 2 dexterity on your air pet to maximize their efficiency. Str/int boosts damage dealt and dext increases the chance for critical hits which is what cannon type pets focus on. When you get your final proficiency point, putting in in str/int is a good option)

Shadow pets are good with either 1 health 2 intelligence 2 agility or 3 intelligence 2 agility. Since shadow's leech abilities are based on damage done, increase the damage you deal will increase the amount of hp you can get back. Agility increases the chances of avoiding attacks, which means less damage on your tank.

As mentioned, I strongly recommend getting a light pet. They are best with 3 intelligence 2 dexterity, since their healing abilities are based on how much damage they deal. They work best with Pyromancer gear

You'll want to have your Shadow pet in the first slot (you can have the other 2 slots be any order, I personally recommend whichever one has the higher health). I always recommend working to level your pets as well as their ranks in the Lost Grove.

For strategy, you'll want to make sure you block on your tank (or all 3 pets to play it safe. But since you have a shadow pet, you can use taunt right before full mana and then only block with shadow) for the 3 turns of Vanish, which is cast by the captain's full mana attack. Before the captain hits full mana, you'll want to have 30 mana minimal to block for all 3 turns. Other than that, continue to hit them till they fall

Thanks! I just made the changes!