Please help, where do i find lili? 

Lili, the half angel and half demon, can be found at the top-right of Puumu (the village at the North of Begus that is made up of mixed-species outcasts). You have to complete some side quest and probably main quest prior though I think. If she isn't there for you, try completing the side quest routes of the Begus Queen and maybe even Mira the angel in your party, as both are relevant to that village at some point to some degree

 You will see a dark blue square on the map,(under?) go in there and add Lili to the vanguard force, then use her in the battles till she gets to about level 4. Then go and talk to her again in her room. Hope this helps