Put a tube on and put a screw in the end. Zip tie it closed.

 

I going out on a limb here but maybe it might be a cracked exhaust manifold or a blown exhaust manifold gasket. That can also make a high pitched whistling sound until the engine gets to operating temp. then seals itself blocking the leakage, if your Jeep has AC it could also be the air cond. pump clutch.

 

Did you ever find what was the problem and how much did it cost to fix... because i have the same problem and it drive me nut wen it cold...