Definitely the gpu. I took the psu out of the case while I had a game open and it still made the noise at the gpu, nothing from the psu.

Turn all the lights off. Look for any arcing or sparking (the ticking sound).

Already did. Like I said, coil whine. It's pretty common.

Yeah. It's so common, I assumed you ruled it out before the OP.

Honestly didn't know it was that common in PC parts until I started researching deeper into it (after I made the thread).

having same problem when i wake the pc up, whines for 1-2 mins and goes away. thinking its psu

Mines exclusively when I open a demanding game (things like diablo 2 or minecraft don't even make my gpu fans turn on).
Tested with a half dozen games or so.