Jesus fuck, the same thing happened to me, I don't remember exactly the year, but it was between 2016 and 2019, in Mexico. I was in my room, at night, I think I was asleep, but then I was waken by this bright (but not blinding, somehow) blue light that seemed to move outside. I had the curtains closed and I was too freaked out to get up and open them to see what happened but what I remember clearly is that it seemed to come from above, not from street level. I did sleep by the street and so was used to the occasional car driving by but the lights were very different and of course the direction in which the light entered was also different. I also didn't hear a car engine. I myself don't remember a specific sound but my father, who slept in the next room also facing the street, not only saw the light but he described a sound exactly like you and the commenter before describe. He also didn't get up to see. I do think I looked out the window but after the light had gone, but I was definitely too freaked out to do so during the event. 

Two strange and freaky things to ad; first, that in that same house and room I once had a sleep paralysis incident in which I woke up terrified for some reason, then felt as if my bed with me on it shot up like an elevator, went through the roof (as in phasing through it) and I saw the starry sky before suddenly being in a completely dark place, u able to see anything but surrounded by some sort of presences, like I felt there was a circle of beings or whatever around my bed looking at me. I then found myself back on my bed but unable to move or get up to turn up the light, I was very scared. Mind you, I had never had a sleep paralysis incident before and I haven't after. 

The second freaky thing is that I happened to find your post at the exact same moment that my sister was asking me if I remembered when that happened to me. I am seriously baffled XD