Transformer windings order
Transformers can create noise directly. The magnetic fields at high power levels exert forces on the wires and the cores causing mechanical vibrations. This noise does not come out of the speaker, it comes directly from the cores. It sounds like metal vibrating. Arcing in the transformers can also cause noise, which you might see if you run it in a dark room with the covers taken off. Since you tried many cores, I would probably rule the arcing out. If the noise is heard through the speaker, and there is no arcing, than your problem is probably not the transformers.