That IS surge. Basically the turbo is supplying more air flow than the engine can consume. Therefore the excess is backing up into the turbo, which is causing the noise you can hear. This is not good and can lead to turbo failure, as the turbo is fighting against itself.

You need the boost curve to be properly mapped to avoid this OR the cams dialling in OR the head properly ported (so it can consumer the amount of airflow given by the turbo at that rpm). I would guess that this is at around 3500-4000rpm and then disappears as the revs rise (as the engine is then working faster and can then consume the air).

You can drive round it by not loading the car in the higher gears (4th and 5th) at this rpm point.