Sheba can 'lose' whirlwind, I am busy trying to find out how to get it back. I think it may be linked either to specific gear that I sold somewhere or to some combination of Djinni.
update :
Got whirlwind back, not sure if it was from giving the Fog Djinn back to her, removing her Demon Mace, removing her Blessed Robe, or removing her Safety Boots.
Definitely don't have the Mysterious Card equipped.
update further :
If you lose Sheba's whirlwind, un-equip all of her gear, give her the Fog Djinn, and the re-equip everything except items which change her class, such as the Mysterious Card or the Tomegathericon.
PB
Forget all that other stuff, just make sure Sheba does not have any non-Jupiter Djinni 'set', otherwise she loses Whirlwind.