Jo'ou and Tal seemed to have answered most the questions for me, but I'll confirm a few things.
First off for Lilka and the Holy Grail:
The Holy Grail is obtained in the Serpents Coils Live Reflector right before Judecca's Pillar.
WA2 has ~38 non optional dungeons
Since floors 1-7 are considered the main game, and 8-10 after game, so each floor in the dungeon is about 5 and a half dungeons worth in WA2. So the floor to dungeon layout would look something like this:
Floor 1: Prologues, Sword Cathedral, Illsveil, Under Trafic, Telepath Tower
Floor 2: Mt. Chug Chug, Golgatha, Aguel Mine Shaft, Raline Observatory, Hidden Trial Arena
Floor 3: Warwing Varukisas, Mt. Chug Chug, Gate Bridge, (Lilka can perform her optional quest for Hi Magic arround here), Slayheim Castle, Alchemic Plant, Emulator Zone
Floor 4: Closed Mine Shaft, Coffin of 100 Eyes, 3 of the Diablo Pillars
Floor 5: Lost City Archeim, (Holy Grail obtained here) Judecca's Pillar, Heimdal Gazzo, Memory Maze, Millennium Puzzle, Grotto of Lourdes
Floor 6: Sacrificial Alter, Lost Gardens, Sleeping Volcano, 2 Raypoints
Floor 7: 2 other Raypoints, Trapezohedron, Firey Wreckage, Spiral Tower, Glaive Le Gable
So Lilka does have access to the Holy Grail by the Nina fight, it could probably be argued that she gets it late floor 4 by doing Judecca's pillar first.
Also about Cecilia's Hi-Reflect, I want to agree with Jo'ou and say it last forever, but I would be lying if I said I was 100% certain, if it doesn't it does last quite a while though.
The Holy Grail is generally only important if you see the Item Cast death piercing Reflect though.
As for where Cecilia is at in the Dungeon, Wild Arms has 30 none optional dungeons in game, so she goes through 4 and a half dungeons per floor which looks something like:
Floor 1: Prologues, Lolithia's Tomb, Secret Passage, Mountain Pass
Floor 2: Guardian Shrine, Mt. Zenom, Cage Tower, Maze of Death, Sand River
Floor 3: Pleasing Garden, Ghost Ship, Volcannon Trap, Tripillar
Floor 4: Giants Cradle, Epitaph Sea, Sacred Shrine, Photosphere, Dragon Shrine
Floor 5: (Cecilia can learn Hi-Magic at this point) Wandering Isle, Dead Sanctuary, Demons Lab, Gate Generator
Floor 6: (The clue to getting Holy Parasol comes at this point)Forest Prison, De Le Metallica, Gemini's Corpse, Pandemonium
Floor 7: Artica Castle, Ka Dingle, all of Malduke
I'm not inclined to give Cecilia her Parasol until next floor, but I really don't think she needs it, Hi-Reflect means at least three of the Nina's can't do anything except something like 1/3rd average damage physicals, and after she sets up Hi-Reflect for safety next turn she can most likely status out 1-2 with Hi-Prison, which puts the Nina's ability to focus anyone to death to terrible. My team is also doing something like a 3-2 against the slower Nina's thanks to Jane.