i just had a similair problem. brought my rig into the lbs and had them slop a load of grease on all contact points in the front.end. my lbs even shot grease into the head.set bearings to trouble.shoot the problem.
what fixed it in the end was reducing the rebound in my fork and letting some air out 'cause there was too much pre.load. it silenced pretty quickly after riding on the new settings. i sorta' came to the conclusion that i was running my forks too stiff, if that's even possible...boggled by why a setting would be available if it's gonna' cause some sort of malfunction. anyway, hope i've helped...good luck
1- Check for play between the crown and stanchions.
2- Check for plat between steerer and crown
3- You arent going to find anything there because it IS your headset. You think its tight and all, but I am almost willing to bet it actually is the headset. I ended up having to really preload my CC headsets to get rid of that sound, AND make sure to actually use a torque wrench on the stem bolts.
It doesnt matter if its brand new or not. I would grab the bars, hold the bike vertical and try to push down on one grip and pull up on the other while holding the bike upright with your legs. This will flex the steerer and make the noise. If it does, add some more preload to that top cap.
What headset is it?
Plat = Play with fat fingers on a crappy keyboard.