A couple of years back, we had the same problem. We’re on a main road and one of the rented flats opposite was the problem. The first time I heard the noise, I thought a woman was being murdered. A couple of nights later, the noise started, three girls walking home also thought a murder was happening as one started dialling the police. When she realised, she shouted up to them. This went on for a while. I was talking to one of the neighbours who said I looked tired so I explained delicately how the noise had kept me awake, they too had heard it and been disturbed by it. I ended up closing the windows and buying a fan and still the screaming could be heard.
So I wrote them a note, explaining it was great that they were having a good time but some of us liked our sleep and could they shut the windows etc. Gave the letter to hubby to post through the door after dark. Watched as he returned with the letter. Apparently there was more than one letterbox so we posted it to “Front flat”. A couple of weeks later I realised the noise had stopped. We think they eventually moved out.
Hubby said if we received a letter like that, he’d display it in pride of place.
I hope you find a solution that isn’t awkward for you or your neighbours.