If the last song WAS "Nearer, My God, To Thee", many say the Proprio Dio was the most likely version for 3 reasons (though I'm a bit skeptical at this point on the last reason, but I'lll include it anyway)
1. It was the band leader's favorite version
2. He wanted that version played at his funeral
3. (a bit skeptical on this one) He told one of his friends if he was on a sinking ship, he would play that song