EVERYTHING runs from the tanks, except the compressor which runs to the tanks. Your brakes work the same as the wipers also.
As mentioned, condensation is normal. That is why the tanks are equipped with drains. You are describing a bit of oil in there as well. Not terribly abnormal in reasonable amounts. It'll be aggravated by two things. Excessive wear in the compressor, or a restricted air inlet to the compressor. There are instructions for cleaning the compressor air inlet filter/strainer/bug catcher thing. And a third thing comes to mind that's NOT in the manual. Over cycling the compressor (not enough "off" time between "on" times) can make them run kind of hot and pass a bit of oil as well. One of the best ways to do this is to have an inadequately sized air reservoir such as a missing tank, especially with the wipers running, which have a very high demand on the air system.
The wipers both run from the same switch. The switch draws air from the air tank. If there's still air in the tank, the wipers should still work. When the wiper switch is fully off, there should be no air escaping past it, externally or to the wiper motors. Both motors (should) receive air equally, but it's quite normal and almost expectable with age that one motor will be a little more "free" than the other, so you can get the one-wiper effect at relatively low air flow rates, when in fact they are both receiving air. If you shut the air off (turn the switch off) and the wiper is still running, either somebody has run another air line to the air tank, or the wiper switch is failing to close fully.
The whistle is a multi-fuel thing with regards to one specific model of turbo (there are a couple that interchange, and more that are "will-fit's". One particular model makes a whistle. And it does whistle. It's referred to as the "C" turbo, or a "whistler" turbo (not to be confused with the engine model numbers ending in C, it's a different C). Anyhow, a brief search here or Google will get lots of video's with lots of sound. If you havn't heard one, you should take the time. They're cool as all getup even if you wouldn't ever own one.