Mazda 2 DE My 12 Whistling Noise In Drive
 

Hello Everyone.
My car is Automatic. Has a high pitched Whistle sound like the old VW Beetles when in Drive. Disappears in Neutral or Park.

When In Drive, noise disappears when someone puts their foot over the exhaust.

The mechanic did change some nuts and that got rid of it for a while but it came back. Also changed part of exhasust area and worked for a bit but came back again.
Any thoughts and thank you in advance.