Not specifically about Shackleton, but someone else mentioned Vaughan Williams' "Sinfonia Antarctica" (now with correct spelling) which sends shivers down my spine.

Also, I don't think anyone yet has mentioned Vangelis' "Antarctica" suite, which was used as the soundtrack for a Japanese film: also very atmospheric music, but no singing. In 2007, I achieved a lifetime ambition of going to Antarctica and used some of Vangelis' suite as backing for my own videos of the trip (strictly non-commercial, for my own private use only!)It was a good alternative to the ambient soundtrack of wind noise!