That is the whistle recording used on most of the brass O-scale locomotives that were produced by Weaver models, but whistle they used for the recording is a mystery I've been trying to solve for awhile. The closest match I could find was GSMR 1702's Illinois Central 6 chime.
You're close. GL&O 195 is actually based off an Erie Railroad K5A heavy pacific, but they're almost identical designs, and 195 certainly looks it here with the position of the elesco feedwater heater (I've since moved it forward a little bit to better reflect her physical HO model). There was someone I know in a Discord server who also pointed out 195 looked very similar to the New Haven I-4.
