Empires surely do seem to lose their whistle shells real regular. At a guess, only one in every three or four Empires that I have bought over the years has come with its whistle whole and intact.
Looks like they are substantially thicker walled then the originals, which seem almost paper thin, so your new ones ought to hold up as good as the rest of the solidly built Empire engines.
Nice work in making a bunch of replacements .... they sure look good from here!