It sounds like a bad Preamp tube. I know they are new, but new tubes have been shipped, and are prone to failure sometimes.
I order about 20 12AX7's at a time. Out of these, at least 1 is bad. I get such a great price on them, under $6 each, that I don't really care. I do hate to throw new tubes away though.
You should get a known good tube and the tube chart in your manual.
Swap out all tubes in the Channel 3 signal chain, one at a time.
Most noises that I've seen with tube amps are tube related.
I've even had amps in my shop that had bad tubes, but the owner had swapped the tubes 1 at a time with new tubes of the same brand, from the same shipment. The amps squealled horribly until I tried a different brand of tube, then the noises went away.
They are made, shipped, and installed by humans, things happen.
If this doesn't work, call the store you got it from. If they give you no satisfaction, call Mesa directly or look for an authorized repair center on their website.