Off the lead he is completely different — he bolts and will not stay close.
He understands the turn whistle, but is not quick to obey it. Can you help?
It appears that sufficient close mutual trust has not been developed during his early training.
He is being obedient on the lead because he has no other option, not because he wants to please you, his master.
Perhaps you do not reward him enough or motivate him to do the right things.
If that is the case, then when the lead is removed he just wants to escape from the unwelcome discipline associated with restraint.
If he will not stay close willingly, you have no control to be able to enforce compliance with any commands, such as the turn whistle.
I have retrained dogs that have developed this problem, and I use an environment where the dog can be off the unwelcome lead but not escape, namely a narrow exercise run (about 10ft wide and 60ft long).
I allow the dog freedom to do as it likes and offer no control at all.
I completely ignore the dog when it is away from me, but if it comes near I give praise at once, and stop if it looks away.
If it comes in close it gets a tasty treat as well, and then it is ignored again.
After two or three weeks, the dog will have its eyes fixed on me, pleading for some more attention.
I can now introduce simple controls, such as no reward until it sits and looks at me.
Once trust has been restored, obedience using positive motivational methods can continue.