There are all sorts of things that shriek in our woods: the Eurasian Jay (Garrulus glandarius) is just one of them.
Jay (Garrulus glandarius) audio by Bodo Sonnenburg ( CC -BY-SA) xeno-canto.org
Magpie (Pica pica)
audio by Jorge Leitão (CC-BY-SA) xeno-canto.org
Grey squirrel (Sciurus carolinensis)
audio by Marc Baldwin (www.wildlifeonline.me.uk)
Vixen (Vulpes vulpes)
audio from (angelfire.com)
Green woodpecker (Picus viridis)
audio by W. Agster (CC BY-NC-SA 4.0) xeno-canto.org
Southwick Country Park Nature Reserve 
I heard owls last week up in the top big field.
Lovely! We do have tawny owls and I might just make a second cup of coffee and edit them into the post.
I didn’t realise squirrels made any noise! How interesting, thank you.
It IS easy to mistake them for a noisy magpie, particularly in the woods, where the magpies are so much easier to see.