Ok, so, I'm not really sure about this, but I think I know how to get every character's last move. You have to find scrolls, which are hidden in levels. You get Katara's healing move from the waterbending scroll, which is on Four Paws Island(or something like that). The other two scrolls are for Aang and Haru. I'm not sure where they are, though, so seach the all the levels. You can buy the bomb for Sokka at the store on the last level for 900g.