diesels dont have dump valves: no butterfly valve in the throttle. of course you can fit one, but it wouldnt have any noticable improvements, just make the boy racers back off :lol:
the whistling is most probably the turbo spooling. its perfectly normal, mine does it too (2.7tdi). if you listen to any turbo tuned car, they all do it.
heres a good video
here its of a couple of diesel tuned mercs. you can here the turbo whine (i think) at 1.10 and 1.24