What kind of sounds do Phoenixes make?

In order to make a sound, a creature would need to actually exist, and since the Phoenix does not, there is no way to indicate what sound it made.

Keep in mind, when asking questions like these, that the point of mythology wasn't to be detailed, it was to explain why something happened, or to set a moral guide post. If a story included a phoenix, it was to illustrate a point, not diagram it zoologically.