clutch, tranny, diffs or all of the above

Hello, I am new to the forum so hi there! I drive a 98 A4 Avant 5 speed 2.8L Quattro with 120K.

I recently purchased the car and have a few issues I am trying to figure out.

1. Every once in awhile I catch a burnt smell. After I stop the car I can't smell it outside, so I am nearly certain its not from the engine compartment. It seems to smell worse inside the cockpit. My feeling is that the clutch is going out, but I don't notice a slip. I usually smell it when I pull up to a light. (when I suspect the smell has a chance to float upwards)

2. There is noise when driving in 1st gear. It is a combination of a whining sound and a slight rattling. The rattling is almost like when your engine knocks when your trying to accelerate in too high a gear. The sound is completely gone once I shift into 2nd or higher. I have no problems shifting in or out of 1st gear, I just hear the sound.

3. I sometimes hear a faint humming/whining coming from the rear of the car. It sounds almost like a bearing in the rear end. I have never had a quattro before this, so am not sure if it is related to that. It is very faint, so much that accelerating drowns it out.

I couldn't find the search feature for this Forum, so my apologies if these are well discussed issues.

thanks

answer to your questions as followed
 
1. maybe an oil leak onto your exhaust which makes  funny smell,  or if u have bypassed the carbon canistor from the intake system, its just a smell tht a car would make IF it was burning rich
 
2.  water pump, steering rack/pump, some sort of exhaust mount rattling
 
3. muffler bearing

thanks 1.8TK3MP

Not sure if those are it.
1. It doesn't really smell like burnt oil and if it was that, I might smell it after stopping the car. After I am stopped I usually walk around the card sniffing for it, but I never smell it or see any dripping. nothing is bypassed from what I can tell its all stock.

2. interesting, the water pump was recently replaced, it does sound like exhaust rattling, but it only happens in first. even if I start out in second gear I don't hear the noise. If it was some rattling of parts, wouldnt I hear it anytime the engine was under stress?

3. can you explain what a muffler bearing is and how it was cause the noise?

thanks for your help

my first gear sounded exactly like that for a very long time, like 45k miles... and after awhile the transmission blew. its very annoying when your in first gear and it sounds like sh1t. could be a chipped gear or bad synchro... ps. my transmission makes no noise now that i have the new one.

Update on this. I took it to a shop and they told me the clutch was going out and the noise was a combination of shot bearings and a warped flywheel. Does this jive with the sound coming primarily in 1st gear?