I've encountered this strange high pitch noise when I start my vehicle in the morning (temperature is 20F or below). The sound is so high pitch, it sounds like it's coming out of the speakers, but the sound system is off.
The noise appears to be coming from the engine area and the noise will go away completely when the engine/oil temperature is warm. I initially thought it may be a belt of some sort...
The noise isn't really a squeal that a belt would make. I would describe it as a sound a radio would make if it were being interfered with.