This prompted me to do a little research on the odd sounds made by blue jays. To make a long story short, I discovered that blue jays often make sounds that mimic a variety of devices such as rusty pump handles, and gates, as well as squeaky fan belts. I am now convinced that the sound my friend heard was probably vocalized by a blue jay.
The reason why most birds stay clear of the juicy caterpillars that reside in the web-like nests is the caterpillars that live there are covered with stiff spines. The yellow-bellied cuckoo, on the other hand, it is able to eat them because it is able to do so is periodically the bird sheds the lining of its stomach and hairs found there. When the bird expels its stomach lining and stiff caterpillar hairs form a mass that looks much like an owl pellet. 