vRS Brake issue

Had my car recovered and recovery driver was useless. Then went to a garage and they was useless too.  I am getting a grinding noise when pulling away. Mainly in 1st and 2nd. Feels almost like im driving over cats eyes. Once car is going it doesnt happen left at about 40 or above.   

Im also getting my brake warning light come on if I turn right fairly hard with no brakes.  It also happens if I stamp on the brakes quite hard too. 

Also I am smelling what I can only describe as burning clutch every now and then.  Im hoping its a sticky caliper causing all of this. But garage recons my calipers arent sticking he only checked one while I was there that I saw.  But he couldnt feel the grinding noise. Yet I can and all my passengers can so im not imaging it

Anyone else ever had this issue or shed any light on it.