Christians do NOT pray with their fingers interleaved. They put their hands flat against each other.
Interleaving the fingers is forbidden al pi kabolah, because the five fingers on the right represent the five chasodim and the ones on the left represent the five gevuros, and they must not be mixed. This is brought in many sifrei kaboloh, including the Ari Zal.
There is no issur on whistling, even al pi kabolah, but it’s traditionally regarded as goyishe behavior. It’s a cultural thing, not a halochic or kabolic thing; a sheigetz whistles, so a yid doesn’t.