New chain, new cassette, new trainer...new noises
I got the same with my new COVID-Kickr, in my case it was simply the alignment of the cassette/trainer with respect to the frame/rear-derailleur/chainline.

For whatever reason the usual stops in the frame that ensured same/similar alignment when mounting the wheel just wasn't quite right for the trainer (skewer QR system here).

It's hard to notice as without the wheel you can't check the placement with respect to the front of the chainstay (or brakes in terms of 'roll' misalignment) as you would with a wheel (assuming it's correctly dished).

If you're grinding in the bottom 3 then I'd suggest your first tweak would be rotating the trainer slightly counterclockwise (looking down) with respect to the frame, this amounts to relatively more rearward in the left dropout, and/or more forward on the drive-side. If it's better then that's a win, if it's worse then go the other way. 

Either way it's helpful to get someone else to ride while you investigate (wish it were so easy on an actual bike huh!)