A1: You really cant but if you get cirtain things at the battle arena you kan upgrade some of your items to give them the ability to break 9,999

A2: You can't but if you finish the game you will realise that dark aeons are on the loose and being controlled by summoners.You will find Dark Ixion at the thunder plains just talk to this person at the thunder plains and he will say You Heathen.Once you beaten Dark ixion you will get an armor called Genji bracer which can be equipped by Auron it allows you to break past 9999 health.

A3: Buy a disc called GAME SHARK

P.S. do Lv.9 not 10

hope I helped

A4: You can't really get infinite HP, but you can get an armor from the person that sells armor in Macalania Woods near the southern part of it. Right before Thunder Plains, and you buy empty 4 slot armor. Then you just need to get 30 Wings to Discovery so you can put the ability BREAK HP LIMIT. Which will allow you to get past 9,999 HP. To get Wings to Discovery though, you either fight Shinryu which is in the Original Creations in the Monster Arena in the Calm Lands, he drops 1 for a normal kill, 2 for an overkill. You can always go to the Remiem Temple and do the chocobo race and open 3 chests and beat the other chocobo. You get 30 Wings to Discovery, which can only be done ONCE. You can always bribe Malboro at the Calm Lands, I recommend capturing him and fight him in the Monster Arena.. Bribe him 540,000 for x4. ( it could be from 2-5, I think? ) I hope this information helped :D