When applying pressure to my ears (closing nose and exhaling) i hear a whistle in my right ear. more pressure, louder whistle. what is happening to me?

Whistle : You could have a small hole in your eardrum that's allowing air escape. Or, the movement of the eardrum itself is making that noise.

Perforation?: If the whistle is longer than momentary, you may have a perforation (hole) in the eardrum of your right ear which is allowing the pressurized air to escape. An ENT doctor would be in a good position to evaluate for this and decide what if any treatment is necessary.