Yes, Random, Chaz, and Lisa can definitely all learn the Burning Sky skill, but I just tested it with Scott, and he doesn't learn it! I haven't tested it with every other character, though. And you can only fight him once, so yeah, you'll have to fight him with that party if you want all of the possible characters to learn it! I don't think anyone else learns it, but like I said, I haven't tested it with everyone yet!