That noise is really common in baby hamsters. Like a sort of grating, creaky door noise? We think it sounds like they are 'crying'
Aww. I'm sure it is just because they are not used to living alone and feel a bit insecure. The weeing in bed is also pretty normal in babies. They can't wear nappies after all
Once you hamster is a 'settled' hamster with a routine and he has everything set up how he likes it with a wee corner and nest things will likely even out and he will stop the baby things. Don't clean him out out too often as it loses his security scent.