AllMusic.com lists the contents of 4 albums by Judy Small: "Global Village," "Mosaic," "Snapshot," and "The Best of Judy Small: Word of Mouth"—and I don't see any song called UNDER A SOUTHERN SKY there, or anything similar.

Here's Judy Small's web site. It doesn't mention a song by that name either (but it doesn't give complete track lists of any of her albums).

Also, AllMusic.com doesn't list any song called UNDER A SOUTHERN SKY by any artist.

Are you quite sure you have the correct title? Can you give us any more information about the song, or any lyric quotes? Where did you hear it?