While not on a CX, a mate had a similar issue with a noise that couldn't be pinpointed so we met up on a quite industrial estate and he drove it back and forth while I walked along to listen for said noise which we were then able to pinpoint.
Might be worth doing that to confirm if what MMC is stating is in fact where the noise is coming from. As for the explanation of the splines causing this noise, that doesn't sound right to me.
Welcome to TM and best of luck!
