I hear a jangling sort of sound, but no "whistle". In that video, I can't isolate which string(s) are producing that specific sound.
It sounds to me simply like overplaying for the height of the strings, causing some fret buzz.
If you have this happen on a variety of guitars, the commonality is you. You'd need a skilled setup person to look at the instrument and look at how you play it, setting it up to work for how you play. That can't be effectively done via the internet. The setup person will need to physically examine the instrument for nut height, relief, saddle and nut slot contours, etc.
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