Norse mythology who shrieks and howls to cause confusion when plucking warriors from the battlefield?

You might be talking about Valkyries. These are female figures in Norse mythology, and one of their roles is pluck slain warriors in the battlefield and bring them to the afterlife, and into Valhalla, the hall of the slain. There, the dead will dine with the god Odin and Valkyries will serve them mead.