The DPFE should be located on the firewall. The part can give some weird failures, but will cause a code in most (if not all) cases.
You aren't describing symptoms that would indicate a failed DPFE, but changing it wouldn't be a waste of the $$$ if you plan on keeping the vehicle.
Failed cats should also cause a code. I can't see how they would cause the sound either though.
I can't think of what would cause the 'wooshing' sound. Seems interesting that it doesn't happen in gear. Maybe it could be trans related in some way, but I am at a loss here.
