I have a Dell XPS 13 9370. No coil whine that I can hear and I'm sensitive to such noises. Obviously such a thin laptop can't have the most efficient cooling and while it gets somewhat hot while under sustained heavy load (like when applying dozens of big updates) it's never uncomfortable to touch or have in lap. The fan will be noticeable then but it's not annoying to me. Under regular use (browsing, document editing) it doesn't get warm and the fan can't be heard at all.
Throttling might have to be expected under heavy load on ultra thin laptops with these kind of processors. I mean, this thing has a beast of a processor: 4 core/8 threads running at 1.8 GHz with turbo going to 4 GHz. Add a PCIe SSD and things can get somewhat hot when putting that all under heavy load and thus might be throttled. I've not looked at CPU frequencies myself on this laptop; it's faster than my desktop system and remains so even under load. So I've had no reason to look at such things. Nor do I really care if under sustained heavy load it would need to throttle a bit to keep things from overheating. 99.9% of the time the laptop is idling and waiting for me to type stuff
Depending on the model XPS 15 you're considering it might have a discrete graphics card (mine doesn't) or have a higher resolution screen (mine just has FullHD, enough for me). Both of those would increase the laptop's power usage and thus likely add heat. I can't comment on coil whine with the XPS 15.
I went for the XPS 13 because you could get that without having to pay the €100 or so Microsoft tax.