*mild spoilers
I found out the hard way that if you don't talk to Sebille FIRST and IMEDIATELLY when you arrive at the Nameless Isle, she never teaches you the song.
You can circumvent that by keeping her out of the fight untill you kill the Shadow Prince, but you miss out on a lot of cool dialogue and on a big chunk of romance with her throughout Act 3, if that's what you're after. I'm guessing it is a bug that the trigger is so sensitive and easily missed, so I'm trying to get it reported over here.