tbh, funny noise is a difficult one to diagnose. Try searching on these forums, I'm sure I've read stuff about strange noises being heard on full lock....and I presume they are simply noises i.e You don't notice any other issues/problems.
I seem to have the same problem, it's like the rear wheels are hopping/dragging only when it's on full lock and you put the power down, the haldex seems to be working fine though. This problem goes away with the haldex fuse pulled as you'd expect, but other than than the haldex seems to be working perfect and got on well in the ice this morning. I just put it down to the crap rubber that are on the set of wheels that were put on the car by the previous owner (Federals). Should I actually be concerned?