Good luck finding a quality combo.

May I suggest the following (I use both):
Pico LED
REI whistle

Modify the whistle. Measure the depth of the inside of the whistle with a tooth pick. Then give yourself a ~1/4 inch beyond that and cut off the back of the whistle. File the end smooth and rounded (I taped the main shaft to protect mine and put it in a drill, then spun it up while filing/sanding the end smooth as new). File a flat edge on both sides of the back and drill a small hole for a 1/4 in split ring on the back. It makes it more compact and carries much better on a key ring. You can also replace the bulky clip on the Pico light with a small split ring.

I hate carring lots of stuff. Especially keys, which I always have with me in my pocket. But this allows for a comfortable carry.