Well, I think I just found a solution for the coil whine.. I flashed my Fury X to a Fury Nano Bios (015.049.000.004.006114), works perfectly, performance is a bit down but the coil whine is nearly inaudible, can only hear it if I stick my ear to the case.
I know this is not the ideal solution as I paid for a Fury X and not a Nano but after replacing 2 cards and still getting the coil whine, I had to try something!!
To me, the coil whine is definitely power related as the Nano is clocked to 1000 (GPU) against 1050 for the X and the power draw is a lot less on the Nano.
Anyway, for those who want a temporary fix and had enough of hearing that awful whining.. Try the Nano Bios