Hi guys. Today I had my keys in the ignition with the igniton turned on (engine not running), all doors closed and I heard a alarm/buzzing noise coming from under the bonnett. Any idea's what this is ?

What it is exactly I dont remember (the experts will soon take over ) But is absolutely normal that you can here several solenoids buzzing.

Probably more of a continual beep than an alarm or buzzing.

A high pitched whining is most probably the EGR valve, it usually goes away after a few minutes.

Its at the front of the engine in the middle on your 2.0TDI, there is a large rubber hose that connects to it from below and a silver pipe from the right hand side.

The whine isnt far off the old TV test card noise if you can remember that far back