A much simpler test would be to swap throttle channel - if you are using A-U to power your troublesome track, try using D-U to see if it behaves the same. If it behaves differently (and correctly), you'll know for sure that the whistle circuitry for the initial throttle channel at fault. At that point, you can use the ZW service diagrams that Olsen's kindly hosts as well as @Tranz4mr's awesome webpage and inspect/replace the circuitry such as the whistle diode or rectifier plate. You might as well also follow up and checkout the whole transformer too!.
As an aside, Olsen's also has tender whistle service diagrams too, but I initially suspect your fault does not lie within.
