"To advance with a shrill scream" 或 “To move forward while emitting a shrill sound” 都可以表达“以尖啸声行进”的意思，具体使用可根据语境微调。
“To advance with a shrill scream” 更强调行进过程中持续发出尖啸声。
“To move forward while emitting a shrill sound” 则更侧重于描述行进与发出声音这两个动作的同时性。