The "fix" isn"t in how to properly put a turbo in a car, it's the fact that the sound file doesn't have Turbo sounds.
Each car sound in GT1 and GT2 have 9 files in them, 1 engine, 4 N/A sounds, 4 Turbo sounds. Cars that are equipped with a turbo will use the 4 turbo sounds, cars equipped with N/A Tunes use the NA part. Cars that have both use the one corresponding to their NA/Turbo installed. Cars that only come with Turbo will have the blank "UFO" sound for the NA side, while NA only cars will have the UFO Turbo part.
The Concept Car shares its sound file with the Aston Martin V8 Vantage, which has a Turbo upgrade, hence why the Concept Car didn't break. However, the CRX LM Shares its file with all the JGTC NSXes which are only N/A, therefore it does't have any Turbo sounds. In fact, that sound file, since it's only used by race cars, only has 2 files in it instead of 9, because those race cars use engine and the stock exhaust part. In this case, engine and n0.
If you're adding a turbo part and the corresponding turbo gauge and stuff, you're doing good. It's the sound files that don't match.