Hello. I had another thread with this problem, firstly thought was the GPU (EVGA FTW 1080)
 
I had an EVGA G2 650 PSU that under heavy load such are games, it sounds like arcing or crackling. I opened an RMA ticket (was accepted today after one week), but because I will leave soon UK (2 weeks), I cannot send the item to EVGA, cause I don't think I will have enough time. So I spoke with the guys from Amazon and they accepted the return of the item. Meanwhile I bought another PSU same model. It came today, it's doing the exactly same noise.
So what's causing it? It's coming from the back of the PSU, where are some coils or something like that. 
 
I changed all the cables with new ones, cause I have both items now, tomorrow sending back the old one.
I checked all fans, PSU's fan is on eco mode. (without doing the same)
I have unpluged the keyboard, mouse, not essential cables (case fans), even the monitor.
The sound is getting worse when I have a game in the task bar and try to open others applications as well.
Everything is well plugged in, is not software issue as I have changed and updated all drivers.
Only in games such is Witcher 3 or Subnautica or gta V on high/ultra, not in low tho.
 
What are the odds to get 2 PSU's with issues? I don't have any other components to change/test.
 
Thanks for your time! Hope I'll sort it out finally.

I have tried, same results. One thing to mention, in those power outlets several wall lamps and EU to UK convertors ended burned, could that be the cause? As I will leave UK soon, I'll have an answer for sure.
Rest of my specs:
 
-MSI x370 Gaming Pro Carbon Motherboard
-Ryzen 5 1600 CPU
-Ballistix Sport LT 16GB 2400 MT/s - single channel
-EVGA GTX 1080 FTW
-1 HDD and 1 Samsung 960 Evo SSD
-Phanteks P400S if that matters in anyway, it came with an RGB strip and 2 case fans, all connected to the same SATA cable as the HDD
-Acer Predator XB241YU 1440p G-sync 144 Hz
 
And also an Asus PCE-AC56 Wi-fi Adapter as for the moment I am limited to Wi Fi only.
 
All the temps are ok, CPU max. 65 C and GPU max. 70 in heavy load.
 
In idle/not demanding tasks or games, the issue is not present. When the GPU is 80+% and the CPU more than 30% the sound is very common.
 

 
There is a record of that sound. Starting at 0:17, that is not a mouse noise, is from the PSU. Also to mention, both the old and the new one are making exactly the same noise, but the new one not so common, so this will change over time I gues, becoming more common.
 
Many thanks!
 
 
PS. Almost forgot to mention, in some games with ultra settings, sometimes I get lag spikes according with the noise, also it gets louder and more common, same as the lag I have.

In addition, when using an EU to UK adapter make sure it can handle the wattage load. If it feels burning hot to the touch that is bad karma.

Ursu97
As I will change the house soon enough, I hope that was the problem. I had used an EU to UK adapter for a lamp only, with LED lights and it still fried it. If that's the problem, only one week and half till my issue is solved. Thanks guys for your time!

Good luck!