You only just need one party member to change the music. If Felix is in the party, no matter who else is with him it will stay with his battle music. You just need Jenna in the party to hear her battle music and only Isaac to hear his version. The game chooses which music comes first if you have all three music-changing characters in the battling party. Felix's is first, Isaac's is second and Jenna's theme is last. For example, if you want to hear Isaac's or Jenna's theme, make sure they are the only music changer in the battling party.