coil whine can come from the psu.
it can also come from gfx card and mobo. take the case side off and pinpoint the location.
it can also be caused by a failed capacitor in the power supply.
this can damage psu or other components.
but coil whine in any component is not harmful, just annoying. its usually caused by electronic frequency between components, for example psu and gpu.
okay i found it its from the GPU or GPU cooler, right in that area, but its not the PSU for sure, because it did this with my old PSU also.