As mentioned above;
if your clutch pulley (OAP) on your alternator was bad, that could have contributed or been the sound you were experiencing. When you replaced the alternator; you got a new fully functioning OAP with the alternator. Any of the three components (i.e.: alternator, oap, and tensioner): could have made the noise or contributed to the noise that you were experiencing. I could be wrong but those are three (3) variables; that you removed, by replacing those parts.
Here is a video: from INA, that explains how the OAP pulley system works:
The INA Overrunning Alternator Pulley (OAP) -- Simply Explained!
http://www.youtube.com/watch?v=gXa384YJdL0
The INA Overrunning Alternator Pulley (OAP) -- the Technology Film
The INA Overrunning Alternator Pulley (OAP) -- the Technology Film - YouTube
Now, if you are still experiencing the sounds that you were dealing with before; I would take the car to someone that works on TDIs all the time (professionally). It always helps; to have a second opinion or "ear", to listen to an engine (especially a noisy TDI), that knows what a correctly running version, sounds like. When you listen to something all the time, every day; you can lose your objectivity, ability to ascertain whether something is wrong or not. Get some outside opinions/professional evaluation; you car maybe "speaking" to you, warning you of a impending failure of some sort (it always pays to be safe, rather then, sorry; then, having a catastrophic failure that could have been avoided by having the noise checked out by a professional).
Keep us updated on your progress; any results of a professional evaluation.