Well, I’ll get slaughtered here cuz I don’t have any formal musical training beyond “E_very G_ood B_oy D_oes…” 
All I wanted to throw your way is that I play D, C, and G… and that’s about it. Sometimes A whistle just for the ease / tone of it, and F very rarely. I play every Monday night at the local hoolie (jam session & party) and we play all sorts of Celtic music… Welsh, Scottish, Irish, heck a bit of Ozark Mtn., etc. you name it. I’ve never had any trouble learning and playing along, but then again I can only play by ear. (I can’t read sheet music fast enough, nor do I understand the symbols other than the types of notes. abcdefgABCDEFG and in between is about it.)
I record every single session, and if there’s a tune I don’t know and just can’t get while we’re playing it, then I just play along with “highlights” and I learn it for next time listeneing to the recordings I’ve made.
I’m sure that other keys of whistles would make my life much easier when playing some tunes, I don’t know, but I play all sorts of keys on my D whistle I know… like last night we played Red Haired Boy which we played in A, Butterfly which actually changes keys and is a slip jig; anyway A, G, E minor, D, G, etc. I all play on a D whistle; in many cases a C whistle is the only way to go for a C tune (although some C tunes can be played on a D whistle!! and can even end up being preferable because of the fingering!!), some tunes are just plain easier to finger in their named key whistle. And half the time I have NO IDEA what key we’re playing in, nor do I know by the end of the song without asking, so there you have it!!! 
I hope that helps out a little. My main point is that you don’t need an arsenal of whistles to play an array of keys. Just learn to play your whistle and you’ll be fine. Hop onto a good website that shows you how to cross-finger and half-hole, then later on - slide, tap, cut, roll, cran, etc. (if you don’t already know all that stuff) and take your time, practice and learn along the way and you’ll really enjoy what you’ll accomplish. 90% of the time all I use is D. You can survive on D and C alone in my humble opinion and play trad. Celtic / Irish tunes w/ ease.
Upon going back and reading my own post, it’s even a bit confusing to me! but it’s the best way I can think of to explain it, so I hope it’s at least minimally helpful.
Take care,
John