This page shows the location of the shanty called "So Early in the Morning"
You can find it on a tree in Cape Bonavista:
Here is the map:
How to get
There are several routes you can use to catch this shanty. Here is a suggested route:
1) Start by climbing the tree:
2) Start chasing the Shantey as it floats away
3) There is some laundry hanging on a rope. Go under it:
4) Go under a tunnel in the rocks:
5) Climb a platform there:
6) Climb a big wooden post:
7) Jump from the edge and catch the Shantey:
If you did not catch it, leave the area and wait for it to respawn, then try again.