There are certainly a lot of anecdotal stories from Orkney of people who have heard the aurora.
Rebecca Marr of the Uni of the Highlands and Islands writes:
Many accounts talk of the sound of the lights. The Sami name guovsahasat has been translated by some as ‘the light you can hear’. A 1906 dissertation on the lights by Lane Cooper says:
‘It is a very general belief in certain countries – for instance in the Orkneys, in Finmark, and among the Indians of the territories around Hudson Bay – that the aurora is accompanied by a particular sound, somewhat resembling the rustling of silk. The Lapps, who also believe in the existence of this sound, compare it to the ‘cracking’ which may be heard in the joints of the reindeer when in movement.’