Hi,
This may be two separate things:
What Treg do you have? The 3.0 V6 TDI has been noted as having a noise variously described as a "whooshing", a "Rolf Harris wobble board", a "dog dreaming and doing a muted yelp", etc. I have (& still do) heard this on the overrun on a light throttle. It sounds like a muffled "whoop, whoop, whooop" to me and was the subject of several threads in 2005. Some posted that it was a design flaw in air intake, air dump from turbo boost, etc. I'm not sure if there was a modification. I just accept it now & see it as part of the treg's character
If yours is not a V6 TDI - I don't know the answer
The grating noise could be the ABS self-check. It is programmed in to the autos as it shifts from 2nd to 3rd gear. I thought I could actually feel it through the pedals at first and it was a bit disconcerting...it's normal and is still there.
HTH
Rob