Like I said: Are you sure it's not coming from the engine management system. Maybe there is a voltage controlled oscillator (or similar) in there. Maybe something to do with the cold starting/running system. As the engine warms up, the frequency of oscillation increases.
Just a theory.

edit: Just re-read your initial post. So the pitch goes up and down a couple of times. Hmmm... How about this: Engine starts off cold so the frequency is low. As the engine heats up the frequency increases until the engine is warm enough to open the Thermostat. Cold water then flows around the engine and cools it. The frequency decreases again. The Engine then continues to heat up and the frequency increases again until it gets out of your hearing range.