Usually a whistle noise or air leak nosie is due to a vacuum leak. Raise the hood, check for obviuos vacuum hose leaks and cracks / deterioration - especially in the area of the air intake hose. Then, as the next step - start the engine and examine / move the vacuum hoses - to look for a leak and observe for the air whistle sound. Replace the vacuum hoses as necessary.

I'm not very familiar with Lincolns ,but,usually the spark plugs are located in the head of the engine and they can be identified by following the spark-plug leads which would be 4, 6, or 8 leads depending on the size of your engine.The spark-plugs come with they own little gasket ring which compresses when they are tightened to the correct torque.Other than that no other gasket needs to be changed if you are just changing the spark plugs.

The upper intake manifold has to be removed to access the rear bank where the other three spark plugs are, under each individual coil. It would not be mandatory to replace the intake gaskets, as long as they remain intact in the grooves of the manifold and have a millimeter of material that extends above the sealing flange.

Contact your local Lincoln dealer to see if there is a recall on this vehicle for ECA replacement which is the computer on this vehicle. You may also check the AutoMD website in the recalls information.

Use the correct fuel fill pipe, better / direct fit - plus the replacement fuel fill pipe has the evaporative and vent tube. In addition, using a direct replacement has less safety risk due to fuel leaks.
Here are several potential on-line sources; www.autopartswarehouse.com, www.1aauto.com, or www.fillernecksupply.com

It sounds like whatever is causing the misfire, is affecting too many cylinders. Given that it diminished with increase of engine RPM, I'd say it's a Vacuum leak. When engine RPM is low, the un-metered air really reeks havoc on engine performance. but when RPM is high, the lead is becomes trivial. If you can look at your fuel trim data, it should give you more evidence as to whether this is a vacuum leak issue.

Could be low fuel pressure (fuel pump). Check the fuel pressure to confirm.

Catalytic conv knock would not follow a rhythm and when you give the engine throttle the catalytic converter "rattle" almost always goes away during acceleration. A timing chain knock would be the most logical cause here. Do not just rule it out because you think it looks good. You took it apart that far, you must replace the chain and related parts no matter what you think. It has 193000 miles and the chains on the 3.9 do go bad all the time.

Yes it could be from a stuck open thermostat and there is a code that can set for "engine running too cool". You should plug in a code reader and confirm the code before changing any parts. The code for the bad stat would be a P0125

Any auto parts store has a diagnose machine that plugs in to your vehicle. An error code will show which direction you should take.