Driving along makes a very loud noise like motor is racing, but continue driving, noise goes away then starts again???

One of your belts need to be replaced

It very well could be the strut.
smaller chance could be the CV axle.
Also have the splash guards/heat shields checked to make sure they are all tight in place.

check your emergency brakes is on or off

replace the worn out disc pads

It sounds like your a/c compressor is getting ready to lock up.

I don't know what whosing sounds like, but I have a high pitched whirring noise coming from my somewhere in the engine bay, my noise starts when the car starts and continues while driving, goes away at around 60 mph but will come back when I accelerate or decelerate, I have a friend that is a master tech at volkswagen, he suspects the alternator is making the noise, this is my first TDI, I bought it with 150k on it, I don't have any experience with TDI's, but am a Service Advisor, and it has been my general experience that all volkswagens are posessed! :) Always having some sort of electrical issue, Not sure if that will help.... Good Luck!

Front brake caliper not releasing.Piston starting to seize

You need to take the car back to the place that did the exhaust work. What you are hearing is the exhaust system (pipe, muffler, etc.) touching the underside of the car. The exhaust system is mounted along the underside of the car with exhaust hangers (usually made of rubber) also called insulators. The reason you don't hear it when going is because when you step on the gas the engine torques causing the exhaust system to move away from what it is touching.

Sure sounds like the engine has a failed bearing, most likely a rod bearing, the engine will need to be pulled out and repaired or replaced depending on how much damage you have done driving it.

My 2003 F150 Supercrew would not engage in 4x4, it ended up being the shifting fork in the front end, cost me $200.