Charlie, just because a phenomenon cannot be detected empirically does not necessarily mean that it does not exist, dark matter for instance. The real issue re sheidim to my mind is, if they cannot be detected and cannot be definitively shown to have an effect in real world, who cares if they exist or not.
Also re whistling. Both the Mechaber and the Mishna Berurah hold that whistling is not only muttar, but muttar on shabbos.