Yep. Although the op has replaced a lot of parts i would suspect the waterpump.I suspect the water pump. Same thing happened with my old Nissan 200SX. Mechanic found out it was the water pump because it squeaked when turned by hand (obviously done when the motor was off!). Have your mechanic take a stethoscope and check if the whining or whirring sound is coming from the water pump. If it is, the water pump's bearing is toast.
I had a 2.7TDI A5 and my water pump used to make a small whine. I ignored it and the pump pop out the front of the engine on the motorway. Serpentine belt was thrown of as well. Fortunate no peripheral damage so just new pump/ belt and refill.
Get the pump checked (if not done already).