After Angel's Grace resolves, the active player gets priority. So, they can take an action and then pass priority. You can then activate Sisay at that time. So, was the person who "retained priority" the active player? If not, then they do not get priority until the active player passes it first.
Angel's Grace
Sisay, Weatherlight Captain
After Angel's Grace resolves, the active player gets priority. So, they can take an action and then pass priority. You can then activate Sisay at that time. So, was the person who "retained priority" the active player? If not, then they do not get priority until the active player passes it first.