So I took the car back to the exhaust shop today, they couldn't find anything where the exhaust could knock nor any idea what on earth that sound is. My next guess will be having the heat shields removed to see if it stops. The weather is getting crappier here and driving around in it today was driving me mental!
With regards to the starter motor noise, mine sometimes when cold start makes the noise you would get if you over start your car (try to start when already on). I have figured that it could be from either holding the key a fraction too long or too short, but too shorter time does not make sense...
Has anyone any other ideas what that bastard of a noise could be? I am at lost ends here and it sounds much worse than in the video.