This is the sound of the emergency sirens/air raid sirens in my character's setting. This noise, in-setting is created by putting an aetheric electrical pulse up to an amplifying cone.

Out of the setting, this iconic noise was made by putting the sound of a double bass (a massive instrument sort of like a larger cello) through a guitar amp.

This siren is featured in this track.
https://www.weasyl.com/~marquisalastair/submissions/2206358/from-despair-a-hero-sound-warning

As in the series, this siren would be blaring to this scene as the heroes are ramping up to defend the manor, Ambershyr City, and possibly die trying... I won't tell. :3