What other things besides blowing a whistle or shouting could a lost person do that would make a lot of noise and hopefully get them found if searchers were within range of it?
Warning! Mindless, sarcastic 4-am posting!
Uh... a pack of teenage girls on cell phones, a few three-year olds that have missed nap time, an obnoxiously loud soundtrack on a boom-box/ghetto-blaster/portable stereo.
Lessee, what else gets my attention and drives me nuts in day-to-day life?
A random slow driver on the freeway.
OK, back OT, I think whistles are popular due to size/sound ratio. Making a drum-like instrument would maybe work. Some of those really small firecracker strings might work (good size/sound) but they're a fininte commodity, unlike a whistle. Cowbell might work, but pretty heavy (plus they'd start wondering why there's a cow up some cliff).
That's all I have right now.