If it is a whistle that would imply pressurised air escaping - so have you checked all the induction hoses are intact and the intercooler? Maybe also the inlet manifold - isn't it plastic on the TD 4 and liable to breaking on the joins?
However, its did sound rather metalicy, so as said above is the 'fan' belt slipping, or could be a bearing on one of the ancillaries - or as the TD4 is prone to, the main pulley delaminating - shining a torch on the pulley and looking for small metal particles moving around seems to be the way to check for this.