You might accidently be shifting the music into some modal octave, which might, or might not sound ok. Just because your whistle is for another key doesn't necessarily mean the notes you are playing are not in the piece or some appropriate chord. When you hit a note that doesn't fit, you will most likely hear it. If so, just play some other note that does fit, and if anybody should ask just tell them you're playing a harmony line instead of the melody.