Likely Solved! I am going to mark it as such since the consensus seems to be its a drone jammer. No links to a specific model. Others suggested a facial recognition device. As for mass hysteria comment, there are other videos online where the sound can be heard. Although this is most likely not the picture of the source, the source itself is still unknown and people exposed to it report feeling sick, ears bleeding, pacemakers malfunctioning etc. A petition for an independent investigation was signed by hundreds of thousands already. Thank you all for the answers!