I am not sure if you’re mixing up recovery mode and DFU mode, they’re not the same. (from your description, my guess is you’re never in DFU mode here?) If it in fact restores successfully, you should see the startup screen (‘hello’), not the ‘connect to itunes’ of recovery mode.
That means it’s loading the OS. Could mean anything really. You could try booting into safe mode or whatever. Maybe try disabling secure boot. Could you boot from a usb pendrive and see if you can still see the drive? (maybe clone your disk using clonezilla if you have precious data on it)
Not sure I heard exactly the sound you’re getting at. I had a problem back in the day which had to do with speed-step. Disabling that in the bios helped. It was a sort of electric sound from the processor. Highly annoying. can’t say if it’s the same sound you’re experiencing.
What you can do is connect it to a computer running itunes. You will need to turn it off, then turn it on holding both the power button down. Maybe different in this model. Attached an article. You will want to see it enter recovery mode where it asks you to connect to itunes. Sometimes works. How to Enter Recovery Mode on iPhone SE (2020 Model) (osxdaily.com)