I have the exact same problem with Dura Ace R9120. Replaced the chain and cassette and it's noisy as hell on the third cog and up. But ONLY while on the big ring. I've adjusted the hanger but it doesn't change anything. The noise seems to correlate with a lot of RD vibration. I had it at the Trek shop, and they were unable to silence it.

I unfortunately don't have the previous chain or cassette anymore.