Would love to have my turbo whistle louder. I heard a cold air intake could make the turbo whistle louder. True?

Good CAC hoses make the turbo more pronounced.

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Silver 2006 KJ 2.8L CRD Limited:
GDE ECO Tune / Fumoto Valve / E-Tecno GX3123 7v Glow Plugs / 2nd Gen Fuel Head / Mishimoto RED Hoses / Rockers/Lifters @ 114k / Hayden FC + 11 Blade Nylon / Sears P1 Battery / Transgo 45RFE-HD2 Reprogramming Kit / Timken Front Bearings

I do have the samco hoses.

Why do you want more turbo noise?
Attaching a conical air filter to the intake hose, in place of the stock filter box, does not make a cold air intake. It makes a hot air intake. In fact your engine performane will likely suffer especially in the summer months.
The factory air filter setup is a much better cold air intake.

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U.S. Army Retired

Pull the samco hose off the ex side, you'll get a really loud whoosh noise

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05' Silver CRD Limited, GDE ECO Tune, WEEKS Stage 1, Elephant Hose Mod, Interior LEDs, Pioneer System, 190k miles

Work Done: New A/C System Complete, New Front Drive Shaft, ETECNO 7V Glow Plugs, New Rear Upper Control Arm
Future Work: WEEKS Stage 2, New TC, GDE Tow, Tires,