Hi!
What you are witnessing is typical dominance behaviour as your guinea pigs are establishing a working hierarchical group in new territory. The high pitched screaming is submission squealing.
You may find this guide here helpful in understanding what is going:
Bonding and Interaction: Illustrated social behaviours and bonding dynamics
This guide is part of our new owners guide collection, which specifically addresses all the areas we get the most questions and worries about from new owners. It helps you to understand, settle in and make friends with your guinea pigs (including a spot of piggy whispering); housing, enrichment and safe/unsafe toys and cage accessories; comprehensive long term sustainable diet information with a sample diet; care and health monitoring; learning what is normal and what not, how to spot illness early and when to see a vet. We have included lists of recommended vets and rescues in several countries.
Getting Started - New Owners' Most Helpful Guides