I sometimes get a rattling noise when the engine is hot. If I give the car some stick to about 5000rpm then afterwards I tend to get this noise. Seems to happen between 3000-4000rpm. Doesnt sound good and is quite loud but seems to go away.

Is this the infamous loose heat shield problem? I checked the tightness of the bolts around the turbo from above but it hasnt made any improvement. Could it be something far move sinister?

MY00 Impreza Turbo

 

What about the one underneath?

TBH there are that many heatshields on the exhaust from the headers to the tailpipe, it could be any!

Check them all.