There's more load on the engine in higher gears, which means you're asking the turbos to work harder. 105K km is very low for a '93...are you sure that's the correct mileage on the engine and especially the turbos?
Also, maybe a dumb question but by any chance does the rpm needle go up without speed increasing?
If you could post a youtube vid with sound, that would be great. Hopefully it doesn't sound like this:
http://www.mkiv.com/techarticles/dea...eath_whine.wav