CAG, sorry to hear your concerns. Understand your confusion. The members on this forum who are sharing their thoughts are knowledgeable people. You will get good help here. A couple things to be aware of.
* Each of us are listening to your audio recording, using different feeds and speakers. What each of us hear will vary. My 72 yr old ears tell me that you have a internal dry start noise.(maybe) An exhaust leak will typically be a higher pitch pulsing noise. But that depends on what is leaking. Exhaust manifold or y pipe. It too, often goes away with warm up.
* You have less than 3000 miles and have not changed the factory oil. If your oil choices allow you, under warranty to use RL 5-30 and RP oil filter, as stated above, I would do that today. "Some" dealers will cooperate and put in what the customer provides as long as it is reasonable. If not, you have to make that call. Warranty compliance or what has been proven to be a solution.
* The key to working with a dealer/FCA is consistent and persistent s. No fit, rise above them because you know how. When the service advisor writes up your complaint/concern,,,do not sign it until you read it. If they do not enter your specific complaint and description as you stated, have them change it before you sign the work order. You may not need this paper trail, but if you do, you will be glad you have it. I followed this discipline with my RAM and FCA's review of the work orders caused them to replace the truck.
* Last thing. Our 5.7 and 6.4 engines are large engines that make some odd noises before they are broken in. My neighbor thought he had a cam lifter issue or severe exhaust leak in his 2019 1500 5.7 at 800 miles. It turned out to be one bad dry serpentine follower and belt.
Stay cool and we like updates that can help others.