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Sounds like you heard the waste gate doing it's job. When I first went to an air filter other than stock, I about lost a seat cushion when getting on the freeway pulling my trailer. When it made that sound, I thought I was in for a new motor.
What you are describing is turbo stall, it sounds like a flutter in the turbo. It happens when the air demand quickly drops due to a shift or letting off the throttle. Its normal under high boost conditions (20+psi on a stock turbo). Here is a video of turbo stall on my truck.
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