I had a similar noise on a BMW.....spent a lot of time masking off areas that join to the door, ie, door seals, handles, mirror, joins, and going for a drive every time to see if the whistle disappeared....? a pain I know, but should get you to the bottom.of where the noise is coming from.
Other than that, check the obvious....door is shut, window is fully up, door seal is still attached....sounds silly but sometimes it is that simple.
Good luck.