Yes, there is a Djinn in your home town as well. However, before you go get this Djinn go get a power bread that's located in a cave behind the Shop in town. You'll need to use Ivan's Whirlwind Psynergy on this (equip just Wind Djinn on Ivan to get this Psynergy) bush blocking the entrance. Thanks to Michael Sutton ([email protected]) for this tip.
Now, go west from Vault across the bridge, then go north to find yourself back in Vale. The Djinn in Vale is in the far western part of town, behind the fenced in area next to Kraden's house. So, climb up the staircases then start making your way west across the bridge. When you get to the fence next to Kraden's house you'll notice a large, brown rock. Guess what, it's time to use that Lift Psynergy (!) Lift up the rock and proceed north to the next screen and then into the cave.
Head north as soon as you get into the cave and you'll notice a circle of stepping stones on your left. At first it appears it's impossible to cross these stepping stones, but a true RPG gamer knows that rarely are there complete dead ends in RPGs. So, use your Reveal Psynergy to reveal a hidden square in the middle and hop across to the other side. Climb up the ladder and go through the door. In this room jump across the stepping stones and hop onto the platform to the west. Face the large box and move it into the water to create a makeshift stepping stone that you can use to jump to the log above you. Roll this log all the way east go through the door here. In this room take the western path and head north. Keep following the path all the way until it gets to a door. Go through the door and push down the logs on either side into the river. Now, slide down the cliff via the indentation on the western cliff and push the horizontal log north. It will slide across the two logs and allow you to hop to the ledge to the north. Proceed along the hallway until you get to the next room. In here you'll see the Djinn you're after. There's also another very important item that you'll need to get another Djinn *much* later in the game, along with this Djinn, the Halt Gem that's in a treasure just right after you climb the ladder to the north of the door. Once you get the gem, head south towards the Djinn who will slide down the cliff. Follow him and he will continue to run away. So, head down the cliff and use the Halt Psynergy that you get by equipping the Halt Gem on the Djinn. This will freeze him in his place, and simply go up to him to get Kite, a Jupiter Djinn. Head through the door and continue south eventually getting out of the cave.
Before you head back to Kalay, take this time to round up any Djinn that you may have forgotten to get earlier in the game. If you have all the Djinn, head back from whence you came (hrmm, I haven't said that in a while... I think it's 9 now) all the way back to Kalay. When you get back to Kalay heal in the Inn and then proceed to Kalay Docks which you can get to by simply going around the south pole of the caves.