You can double check your diode install against this tutorial:
http://www.tranz4mr.com/ZW_Whistle_Diodes.html
I presume you replaced both the A & D sides? Have you tried using the swapping the A & D to power the track to the tender in question? I'm wondering if maybe it is a physical switch issue. Are you also aware of the 1/2 way pickup point of the ZW whistle switch? Sometimes the modern electronics only work on the pickup (1/2 whistle) and not the retaining (full whistle) position...