Soiund slike a boost leak somwhere, check all your boost hoses are on properly and none are split, the one coming off the turbo to intercooler would be the 1st one i'd check. Also check dumpvalve, check intercooler hasn't cracked somewhere. The whining noise (like a squealing?) is probably the turbo overspeeding due to the leak so don't keep driving it until you've found the leak or you will kill the turbo.