No, no you should have gotten the scroll anyway, Wynne has nothing to do with it. It's a mage trapped in the fade and the tranquil in the tower that direct you towards it. Must be a bug.
Yeah, first time is always the best! My first time was a cruel, chauvinistic xenophob dwarf: Did completely unimaginable shit! Second was an elven blood mage who would save your ordinary kitten stuck in a tree but allow a crazy old dude to conduct experiments on humans and the likes

Gotta love DA for such diversity!!! Btw, I would add that my elven mage was preety much like Danzo

Like: I do bad things so that others can enjoy life or smth.
Anyway, your party setup seems a bit traditional, effective, but just a tad too traditional.
My was crazy:
With a warrior I can't even remember and didn't pay much attention to it, since I was playing on "normal"
With a mage I was a tank myself - combination of Blood Mage/Arcane Warrior is one of the strongest, though a bit tough to handle in the beginning. Until level 10/13 my party always consisted of Shale as a second tank, Wynne as a healer/Morrigan as hexer and Sten as a frontal (Though he did go down early, which was a pain). Later my party consisted of me as a tank, Leliana as ranged fighter (if you level her up correctly she may become one of the best additions), Morrigan as a healer/damager combo (Thanks to the respec mod) and Oghren just because he is awesome

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That is, if Benelori does not kick us out of here

I mean me... you are a blue after all...