Looking at the pics of the internals the only parts I see in there that are likely to make sound are three inductors (coils). They can sometimes resonate to the frequency that they are driven with. I've heard that faulty capacitors can make sound too, but that's not as common.
Since the inductors seem to be related to power-related circuits (maybe boost regulators for the heads?), a defect that is making the noise in the OP's CPU could also be frying his heads.
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