I had just finished the Shivering Isles and become Madgod. I left the New Sheoth Palace, done a few things, and wandered back in. As my game was loading, I hear this something. It sounds like a very deep voice shouting "RELEASE!" and that's also what the subtitles said. I really had no clue what this was. My only theory is that it was Jyggalag's voice but it was delayed. Other than that... idk.

Never had this happen to me but you never know it is the isles after all!

Weird things often happen there!