I finally received a response back from Seagate. They say the drive has failed (which it hasn't) and they want me to RMA the drives even though they're only a few weeks old (in my possession) but made in June.

On Friday, January 10, 2020 at 2:08:56 PM UTC-8, Mark Perkins wrote:
On Thu, 9 Jan 2020 23:26:54 -0800 (PST), Sam
wrote:

It only happens when I shut down Windows. Should I go into the bios and shut down from there, it's not present. However, I had the same harsh sound about 6 years ago with another Seagate connected via a dock.


The audio file is he https://gofile.io/?c=GmmM8z

I have drives that do that. I assume it's simply the heads being parked.