The loudest and most varied way I know how to whistle is “thru your hands”.
For each hand, press the fingers together and curve them slightly. Put the tips of the fingers on one hand into the crotch between the fingers and thum of the other. (It might help to have the finger tips formed into a 2x2 square.) The other hand’s fingers wrap around the back of the base knuckles on the first hand. Try to get an airtight ball going. (Hold your hands up to the light to check.)
The thumbs are parallel to each other, touching at the base and tips but with the joint very slightly apart. Bend them to not quite a 90 degree angle. The ends of the thumbs against the index finger. Again, airtight except for a small gap from the joint going down slightly.
Lips against the thumb knuckles with just a little bit of the gap under the lower lip. Start blowing. Try varying the angle of your breath, the gap between the thumbs and the angle they are bent.
Once learned, you will find you can vary the pitch by making a smaller/larger ball with your hands. You can also do a warble effect by lifting up the fingers of the outside hand.
This whistle can be heard a long way off, esp. if you use the warble effect. I used it as a kid to signal other kids a block+ away. And then later to call my own kids to dinner (and they responded with the whistle).
You can get a much lower pitch using this, easier on the ears of people standing next to you. And lower frequencies travel farther than high ones.