Hi,
the strange noise is due to the fact that your stepper motors are stalling.

The stalling can occur if your powersupply or drivers are not supplying enough current to the motors or if you have set your accelerations and rapid speed too high. Not sure what software you are using so best look through your settings yourself.

Trapezoidal screws can be backdriven, as howser says, if their pitch is long enough. Under operation, the stepper motors are energised which applies a holding torque. That is what stops the axes moving when you are cutting. So yes it is normal.

Regards