There is a slight difference in smell from full catless to secondary cats still installed. When I had just catless downpipes and I still had secondary cats the smell was barely noticeable but still apparent compared to fully catted.
Fully catless to me is quite obnoxious. I've had a few cars with full catless modifications and I dont think I will ever go back to it. I dont miss pulling up to lights and catching a wiff of fumes.
As far as turbo's going out, smoke out the back is a common culprit, elevated Wastegate duty cycles are another, but one would need to ensure their are no boost leaks before blaming the turbo's.
Siren noises CAN be a common characteristic on this car. It's a tiny fan blade that spin's 10's of thousands of RPM's, it's going to make some noises. Obnoxious sire noises at light cruising when the car is full warmed up, along with elevated duty cycles to reach boost target and or oil consumption or smoke out the back may be a sign of turbo failure.
If your car is running like a champ, don't worry. If you have some smoke out the back it does not necessarily mean your turbo's are on the way out either.
Every scenario does not have an A + B = C
One must encompass many details before singling out that one symptom = one failure every time.