1. Spawn unit in the editor, equip this unit with any suppressed pistol (other than the Welrod)
2. Spawn a few enemies dotted around a camp or village, do not group them, ensure they're all facing in different directions. These units should be 15-20m apart at the least.
3. Hit Preview
4. Begin creeping into the area, dispatching the guards one by one with your chosen suppressed pistol, preferably without drawing any return fire.
5. Adjust loadout to have a Welrod on backup and attempt the test again, notice that the first round will draw the attention of everybody nearby.

It may require a little bit of playing around to set a test up correctly. However, once you have set up a small test scenario that you can move through and clear without drawing enemy ire, reattempting it with the Welrod will result in rapid discovery. Though the AI will usually not be able to find your position after the first shot, they will be in combat mode. Note also that alerting the enemies still happens even when other enemies are not in front of the weapons muzzle.

Mk22, HD and supressed 1911, as well as the suppressed Sten and M3 Grease Gun and M/45 all seem to be quieter than the Welrod for taking out targets.

(I'm not overly clued in on weapon configs but) could it perhaps be that the Welrod isn't set up as a suppressed weapon and the AI interpret what they hear as an unsuppressed shot?