Could be a mosquito whistle or bird whistle. You can put them in your mouth and hide them. They used to be a popular clown thing when i was a child.

Something like this.

That's really impressive!

How does he do that? I don't think the mouth shapes alone work, there must be some impressive tongue work as well.

Get this guy on a stage with a beatboxer and have them both play air guitar and drums while doing it.