Dirt dobbers are basically harmless, and I don’t remember hearing them while living in the SW.
My family jokes about my hearing wasps recently, and no one else seeing nor hearing them.
There is apparently some relative to the dirt dobbers in California. They like to make nests under eaves and roof overhangs. They are fairly docile until you accidentally or on purpose jostle their nest. Then, they will attack you. I don’t remember any noises coming from them.
It’s a buzzing noise,