First of all - very important!!!
Are you and your mechanic absolutetly sure he did install an X:ed 1st?
Second - which hypoid are you running. And,... how high up are you filling your gearbox?
Yes - the sprockets can whine. 
Causes seems to possibly be "tight fit" and/or poor EP-hypoid.
Test Omega 690 80/90 GL7 (Magna Industrial Ltd., Hong Kong Omega Division, retailers all over the US). Links via e.g. Distributörer av Omega olja och fett såsom smörjolja och smörjfett - Smörjteknik Norden AB .
Is your gearbox getting warm or maybe even hot ?
Personal reflection on the low 1st. I'm running a 32/10 final drive and lack at least one full step down under the 1st... Sure, it is a great improvement on stock, but I really need crawing, not trotting, speed in first!

The 5th is ok, but I sure look for that 6th gear all the time anyway...
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Drive Safely,
Albert
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