When I practice Funakogi Undo, I do not make the sounds you mention. The first time I heard the "audible" version of Funakogi Undo while visiting another dojo, I found it rather odd (odd from my standpoint and training perspective, not odd in a wrong or bad way). We never performed Funakogi Undo in an audible fashion.
When practicing this exercise, I exhale during the extension (forward) and inhale during the retraction (backward). You can make the short "Hey" sound while inhaling, although it feels a little weird at first.
My suggestion is to either ask your sensei, or a senior student at the dojo. I hope my post has helped and not confused.