Maybe move the BR, or add one, to just before the relay points and ad a big capacitor between them. Getting started it seems like it wants all the amps it can get. I think the voltage isnt far off whats needed for the impeller holding speed.
Try setting the throttle for a big engine, but winding the whistle up alone, then setting the engine on the rails (carefully 
) to see if there is enough holding power at that throttle to keep the whistle singing. Then you'll know if adding starting capacitance for it will work.
