I’ve a wrx sti 2004 which I use maybe once a week as it’s not my daily drive it has a 3 inch cobra system with no cats and recently it’s started making a tinny high pitched noise on start up which sounds like it’s coming from the exhaust but is hard to pin point so not too sure, once upto temperature the noise goes away, Any ideas.?

 

Loose heat shield somewhere, maybe around the turbo?
Probably something silly like a bolt that needs another half or even quarter of a turn.
If it stops when it warms up, then that's another indicator of something slightly loose as when it warms up everything expands etc.