0.221.121.001 is the correct coil for an MFI car. Is yours black or silver? If Black, OK.
As far as connecting your voltmeter to the coil terminals, if you want to destroy the CDI unit it is far easier to hit it with a sledgehammer. Although a sledgehammer can't give you a 460 volt shock like the CDI will.
Seriously, don't connect anything to the coil terminals.
So it doesn't whine when you put power to it but it does whine when you shut it off? What color wires are going to it? That's the reverse of what's supposed to happen, makes me think the wires are not correctly connected.