With all due respect I just haven't found the Jet Scream Whistle to be loud at all.
The loundest I've found is clearly the Storm, but it is big and bulky.
The next loundest is a tie between the WindStorm, the Fox 40, and a really really cheap whistle that I bought for my Cub Scouts. The Storm, WindStorm and the dirt cheap whistles are definitely lower pitched whistle than the Fox 40, and I've read that there are some age-related issues with perception of loudness (older folks may not hear higher pitches as well).
I haven't pulled out the whistle that comes with Doug's PSP yet, but assume it is similar to the Fox 40.
Sometime this year I'll try to do a little study with my Cub Scout den boys and parents to see which is perceived to be "loudest".
The really cheap whistles are remarkably loud. Even my kids agree that they are as loud as the WindStorm. They are at
http://www.orientaltrading.com , Item # IN-20/45 for only $2.95 per dozen. They come with an "exando" coiled wrist strap (kind of like a phone cord).
As for the knife ... I'm just not a big fan of all-in-one stuff. The knife handle look uncomfortable and I don't like serrated blades. I'll stick with my Rittergrip and my PSP (which has a great sparker and the Fox whistle), though I usually bring along a WindStorm attached to my better compass.