The funeral, which will be carried out in the Korean tradition, will begin tomorrow and go on until Sunday.
Song's ex-partner Luke Rikiti, Taeyang's father, is also on his way to Korea.
Sean declined to be interviewed by the Herald, saying he was still "struggling to absorb the news".
He said they were lucky to have managed to book a flight via an Air NZ broker, and will fly there on a cargo flight heading for Seoul today.
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Rikiti told the Rotorua Daily Post that losing three generations in one incident was "a pretty tough pill to swallow".
One of Song's friends, who had known her since she moved to Rotorua in 2015, described her as being "beautiful inside and out".
"Anna wanted to be in Rotorua and not Auckland because she wanted to embrace and be totally immersed in New Zealand culture," he said.
"She was a lovely lady, hardworking, proud of being Kiwi as well as Korean, and was always keen on new experiences."
They often met for dinner in Auckland when Song came up, and one of Song's rules was "never to eat at the same restaurant or order the same dish".
"I am still shocked to hear about what had happened. She was a dear friend and a beautiful woman, and I can't believe I'm never going to see her again," he said.