Here's the answer to your questions:
Purification: Go to Agate Village and then to the Relic Stone in the Relic Forest. Press A near the Relic Stone (arghh too many relics!). You if ever obtain a flute (not ordinary flute) use it instead of getting through the stages but you must still use it a Relic Stone (one use only).
Failing to hear it: This has nothing to do with purification. This may help get through the stages but is mainly used for getting a Shadow Pokemon out of Hyper Mode. If you don't know what Hyper Mode is it is a beneficial state of a Shadow Pokemon when it's Shadow Rush is more powerful but it has more chance of disobeying orders. You will know when it happens
YEH!! Or if you get a special flute somewhere you can purify it at the stone without making it love you. You got that?!
You must be in Agate, then have a Relic Stone and go to the Relic and choose the pokemon...You will be able to purify it...
Yes but to make Hyper mode and hearing more simple:
Hyper mode= Benefical state making Shadow Rush more powerful + More recoil + disobaying
Whistle= Disables Hyper Mode (see above)