I just bought a '99.5 2.8 A4 and I just noticed that I can hear a pretty loud bearing roar at around 2000 RPM, it's much quieter at any other speed. I'm thinking that it's an accessory belt pulley or something like that, but I'm not sure because I don't know much about these cars and how the accessory belt's routed/tensioned. Are there any bearings that tend to fail in this area or will I have to listen and find which one it is myself?

Also, where is the SAI pump located?

 

SAI pump should be located under your air box.