I designed a better speaker baffle and printed it up last night, wow the sound was even more incredible. I had to turn down the volume but was able to start fine-tuning the equalizer. The new baffle has a slot that is a perfect fit for the speaker to sit in, plus a couple openings for the wires to come out through. I think I'll be mounting this speaker to the tender floor since there's no room to add a speaker under the coal load (where I could hide the sound holes).
I'm still having trouble with the whistle, but apparently the sounds ARE in the chip. I found that F9 signals a grade crossing, and as far as I can tell that also uses the same whistle sound files? Well the grade crossing sounded off just fine, which makes me think the whistle effect is working fine. However whenever I hit F2 or F3 (long and short whistle) I just get a static sound. Or maybe it's a hiss? It certainly doesn't sound like a whistle.