I had this last week after fitting a new Intercooler. Tightening the hose clamps didn't help. They had to be taken off and reseated. No problems since.
Does your car have a boost controller ? Is it standard boost or you upped it ? Because alot of the times when you add more boost the turbo's spool up faster and make like a little whistle noise. But saying all that, honestly could be anything without hearing it .
Edit: just read your last comment, did you get a cat back exhaust ? full exhaust ? or just a muffler ? Again i think ts the turbo's spooling up faster and making a whistle style sound(because you letting your car breath better), as soon as you let go of the gas does it stop the noise ?
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This is what happened to me when I had a turbo back exhaust fitted along with a Varex twin tip muffler. I thought I had a boost leak but after getting it checked it wasn't a boost leak, it was the turbo spool noise being way more noticeable than before.