According to a knowledgable friend, NYC's Hudsons were equipped with a six-chime steptop whistle, while NYC's modern freight engines were typically equipped with a five-chime steptop. So far as I know, Nathan would have been the likely manufacturer.
Fred McLeod made some recordings in the 1950's - 78's I believe. They included a NYC 4-6-4 and 4-8-2. I don't remember whether they included whistles or not but I'm pretty sure the 4-6-4 did. (The other recordings included Erie 2-8-4, B&O 4-6-2, D&H 4-6-6-4 and some on the PRR and GTW.)