Weird high pitched noise from new computer?

I built a new computer three days ago, everything brand new and now it has started making this really bizarre, loud, high-pitched noise. I have tried to locate it but can't really pinpoint it, I have tried to stop all my fans and find if it's one of them but I don't think so. Same with PSU. I have a SSD so prolly not that either. It's so high that I can't seem to record it even (no, it's not in my head, my gf hears it as well). Or maybe it's cut out by noise cancelling or something.

Now the funny thing is that sometimes when I take the case apart the voice stops after a while. What's more peculiar, whenever the computer is under stress (gaming etc.) the sound stops as well. But in idle or just plain surfing the net it keeps on bugging me.

So, any idea what it could be? How could I fix it maybe?

Sorry for troubling you and thank you already in advance!

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Clarification Request
Clearly a warranty issue.

Since you can't pinpoint the noise source and taking off the case cover only solves it for a while, it's some odd defect for the maker to fix.

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(NT) Just a guess - CPU fan maybe?

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