I believe deer do make the sound you are describing. I have heard deer make a yelping sound amost like a high pitched dog bark. My brother walked up on a deer early one morning at his feeder. He said it made a sound he had never heard from a deer before, and that he would not have believed it was a deer if he had not seen it. He said it sounded just like a bird screeching, kind of like a blue heron.(I think I have the right bird) Maybe this is the same noise you are decribing.

We are learning more and more about deer and their behavior everyday. Let's not be so quick to pass judgement on what someone thinks they heard. Maybe even someone that has been hunting for years can learn something new.