Well I just realised what was the problem the whole time. The thermal profile in alienware command center. I don't know if it was the BIOS update which resetted my settings there or it was because I added new games in that alienware library and it applied max performance on all of them (there actually is such setting called auto profile). But when I turned off auto profile and put the thermal on balanced not on performance, computer was okay like before. But anyways thanks a lot for your replies, might help someone else. 
Hello, I recently started playing games on new Inspiron G5 5000. I was using the PC for one week and everything was good and smooth. Until today. I updated BIOS and some other drivers in SupportAssist. When BIOS was installed I launched CS:GO and played for maybe 2 hours, everything was alright and then I wanted to switch to Call Of Duty: Modern Warfare. The moment I started it, it was like starting a jet. Computer was loud like never before. Temps of GPU were alright, like always but the computer was loud. When I got kind of scared I turned off the PC and launched it again. When I launched it, it was still very loud again. I played the game day back and it was totally okay. Thanks for reading, if you have any question, I will answer.
Inspiron G5 5000, very loud