The whistle diode is only in the circuit when the whistle switch is closed.
Since Olson's website went down, a lot of broken links back to them on this topic across forums.
https://ogrforum.ogaugerr.com/topic/1044-help
Regardless, your first problem is what is wrong with your whistle switch before blaming it on the diode.
Second part is, why is there is a short circuit through the whistle diode basically between the U terminal and one of the other posts or windings- again, something very badly wrong with your whistle switch mechanism.