if you use synthetic oil you will have a little more noise than standard trans plus fluid.
A loose belt will cause a sqeaking noise especially when shifting gears
Sounds like a transmission issue, possibly some bearing that only rotates when it is in gear. You don't say if its an automatic or a manual transmission, but my gut feeling would not change in either case. You might want an expert to look at it, and I suggest sooner rather than later in case ongoing damage is being done.
A whining noise in the transmission is usually an indication the transmission fluid is low. Check the transmission fluid and fill it to the recommended level.
answer question what can be causing winning noise in my transmission
Fixing a transmission bearing noise often times requires rebuilding the transmission. If you are mechanically inclined it is not hard to do. Make sure to purchase a transmission repair manual as it will make it easier.
Noise
Its almost sounds like a dolphin noise.
Their noise comes almost entirely not from the vibration of their wings.
it has the wrong fluid in the transmission
If a transmission is in proper working order, it should never make noise. If your transmission is making noise get it to Certified Transmission as soon as you can. The longer you drive the vehicle, the more extensive the damage you're likely to impose upon your transmission. Bring it to Certified Transmission and let us check on the source of the noise. It could be anything from a loose exhaust bracket to a major problem with the internals of your transmission. In any case, we can help identify the proper course of action and remember our initial diagnosis is free of charge.
Bearings misassembled, tire nosie, brake noise, noise in axle, noise in transmission, etc.
Noise and Latency
noise