needs to scratch the itch
On initial start up the 1.8t does sound a little agricultural but only for a few seconds but I wouldnt describe it as a blowing exhaust noise. As for the knocking could well be bush, drop link or top mount related, is the whistling noise you mention just the turbo spinning up? My S3 makes pretty much a connstant whistle noise even at really low revs.
Have you got a link to it? Also might be worth a vag com scan to check for fault codes.
e2a; Welcome to the best audi forum by far