It sounded more like a sighing gasp, kind of like the sound an adult in any form of fiction/real life makes as they take their last breath.
This is how angels are commonly depicted in the Bible - not white-clad human souls with wings and halos, but straight-up Eldritch Abominations beyond human understanding. The Angel of Death is probably the closest to a biblical angel as anything put to film before or since.
Especially seeing how terrifying it is to everyone it encounters—there's a moment where you see from the perspective of a Hebrew family in their home as it's right in front of their door checking for blood. Later on, two guards at the palace see it rear up, preparing to attack, and just drop their weapons and run for their lives.
An extra mention goes to how the Angel of Death first appears- a brilliant and blinding mass of light forming en masse in the void of the night sky, as though it were some bizarre cosmic anomaly ripping apart the very fabric of space and time before it literally explodes into a river of death that envelopes Egypt.
When the Angel of Death leaves, forming what appears to be a vortex of souls spiraling up from all over Egypt, and then disappearing.
Another point goes to how it starts out as a tiny stream of near-consciousness, moving through the roads and alleyways of Egypt until it gathers upon the main palace, an ocean of twisting forms that nearly engulfs the entire structure. The two guards who were unfortunate enough to be standing watch that night had the right idea in abandoning their posts and getting the hell out of there.
The death of one Egyptian child: he's walking into his house with a jar of water, and clearly doesn't even know the Angel is there sneaking up behind him. We hear the jar shatter and see his arm hit the ground and know he's dead.
The Angel itself actually seems to get bigger with each child it kills. Gives you the impression that this thing was eating their lifeforces.
The Angel chased one of the palace guards, implying that it went after adult firstborn, too.
When everything stops, listen very closely and one can hear the faint wailing of the anguished Egyptian parents in the background.
Another thing that makes the Angel utterly terrifying is that every other miracle or plague seen so far is still fairly mundane (each of the plagues can still be thought of as a normal illness or phenomenon). With the Angel, there is no doubt that it was sent by a higher power, as its appearance is just so eldritch compared to everything else in the movie.
The river of blood, especially when the soldiers freak out.
One of the soldiers even trips and gets dunked headfirst under the blood... UGH!
It was the exact same river that the Pharaoh had all the Hebrew newborns thrown into. Symbolic in the most terrifying way imaginable.
The rest of the plagues, such as the endless swarms, the fire raining from the sky, and the people screaming in pain.
Aside from being a truly awesome song sung by talented artists (though Val Kilmer's voice was replaced by a studio singer, Ralph Fiennes' was not - who'd a' thunk it, huh?), the backing chorus from "The Plagues" is still terrifying. Seriously, just listen to some of the lyrics, namely:
The line "Into your dreams, into your sleep" is probably the most terrifying part—Yahweh's not messing around here, as this line indicates that He will NOT stop or leave any Egyptian citizens in peace until they free the Hebrews.
Not to mention: I send my scourge, I send my sword. This is not the New Testament God, kids. This is the Old Testament Yahweh, and when His people were threatened or maligned, He would destroy nations to protect them. Literally.
There's one brief scene that always terrified this viewer during the song—when the Plague of Boils hits Egypt, there's a shot of two terrified Egyptian girls huddling on the floor after watching the women run out of the room. The girls are untouched. (Not to mention the infected adults, particularly the one who lets off a blood-curdling scream.)
One line that still gives shivers is the "I send the locusts on a wind/Such as the world has never seen". If you're familiar with the Bible, you know that whenever it mentions "such as the world has never seen", things are about to go from bad to EXTREMELY BAD.
Especially as it is the locusts. You know, those critters that normally come in swarms of millions of individuals that cover areas measured into several square kilometers but can reach numbers into trillions that cover hundreds of thousands of square kilometers, and eat their own body weight in vegetables daily? And this is a swarm "such as the world has never seen".
The next line makes things even worse: "On every leaf, on every stalk/until there's nothing left of green." For the Egyptians, a desert culture, this is the equivalent of threatening to nuke them until nothing remains but radioactive ash. It's the intention of not just wiping out their nation, but all life in the land of Egypt.
"I send a hail of BURNING ICE."
And the worst part? There's scientific proof that, if they happened, all of them were natural phenomena, with the first six being part of a chain reaction. And all of them could happen again any moment. In fact, many believe that the plagues were natural phenomena, with the miracle being the timing of them happening in such a short span of time. Here's a short explanation on how they could have happened.
Imagine being an Egyptian citizen. Prince Moses has returned after years of assuming that he was dead. He greets the Pharaoh in the palace, and ominously says that some strange god is demanding the release of the Hebrews. At first, you might assume he's simply bluffing, or that he's lost his mind, but then the plagues show up. You are left to come to the horrific realization that there is a literal God that is going to do nothing but torment you and your family, friends, and everyone you know, and there is nothing you can do to stop him, and you have no idea if, how, or when it could get worse, because the Pharaoh has hardened his heart.
Moses' nightmare where he finds out that he was indeed born a slave. He sees the guards pulling infants from their cradles and tearing them from their mothers' arms, and near the end he runs from the guards when he sees them coming and falls into the river along with the babies, into the teeth of the hungry crocodiles as darkness swallows them all. It doesn't help that throughout the scene, we hear the babies screaming loudly as they're taken away from their mothers.
Fridge Brilliance may ensue when you consider that Moses must've been raised on the tales of Egyptian mythology. To him, the symbolism of being cast into the darkness to be consumed by crocodiles may recall being found unworthy upon the judgement of Ma'at and having your soul consumed by Ammut. It's about the worst fate any Egyptian could possibly ever imagine, literally worse than death.
The slaughtering of the Hebrew babies. Doesn't help that the movie starts with it.
Nor does it help when we see the babies getting tossed to the crocodiles during Moses' nightmare and when Moses discovers the picture on the wall depicting the Egyptian guards tossing the babies into the the river, accompanied by very faint crying and screaming in the background.
Seti's response to the whole thing? "Oh, my son...they were only slaves." If the act of murdering the babies didn't completely ruin any respect or liking for this man, that line did it. He says it with complete calmness, without a single shred of remorse.
It's such a powerful moment. Moses, prior to this, is embracing his father, confused about why this happened, HOW it happened. And then, "they were only slaves." Moses' eyes slowly open, dumbstruck, and he pulls back, staring in confused horror at a stranger. This is the man who has killed his people, killed what he's only just found out are his people. He flees, and Ramses pursues, wanting to know why his little brother is leaving. "Go ask the man I once called father."
Watching the Hebrews get trapped between the Red Sea and Pharaoh's army is very alarming, even though they're soon helped by some divine intervention.
The opening song, 'Deliver Us', is particularly chilling.
The Pillar of Fire that comes out of the Red Sea to block Ramses and give Moses and the Hebrews time to escape. It's both beautiful and horrible at the same time, and Moses himself can only look at it with a mix of awe and pure horror.
The Red Sea sequence. Imagine walking through that trench, not knowing if or when those walls of water will come cascading in on themselves. Then, seeing it finally happen to the Egyptian soldiers - even if they were about to murder the Israelites, that is still a horrific way to go. The fact that Rameses gets blown back to the shore could be seen as God's mercy, if you ignore just what he's returning to: a dead son, a broken kingdom, and the fact that his striving to avoid being "the weak link" made it all happen.
Mercy has nothing to do with it, at least in this version of the story. God leaves Ramses alive for a reason: "You ignored my warnings, you ignored my command. You want your kingdom so badly? It's all yours."
The worst part is that the Egyptians only got into the middle of it because God let the fire barrier end. To reiterate: God let the barrier end knowing the Egyptians would charge into the middle of the sea, just so he can kill them all by flooding it again. In this universe, not only is God real and a powerful force, but he is pissed. Ramses ignored his commands twice and God wasn't going to have any of that shit anymore.
Rameses, while the antagonist of the story, is portrayed as a sympathetic character with a deep love for his son and Moses as well as a desire to live up to the legacy he's been born into. Even when he's at (arguably) his lowest point during the darkness, he still longs to reconcile with his brother and tries to comfort his frightened son. That goes all out the window when Moses warns him that something worse is coming and Rameses makes his chilling proclamation; "And there shall be a great cry through all of Egypt, such as never has been or ever will be again!" Gone is the sympathetic man and we see the hardhearted Pharaoh and the expression on Moses' face shows it's not just the final plague he's scared of.
The angry stare that Ramses gives Moses after he returns the ring Ramses gave him. He closes his eyes for a moment and then they snap open again, going from sadness and regret to pure wrath. This glare alone is enough to make anyone jump in their seat.
The glare Rameses gives Moses as he leaves while grieving over the death of his son is equally terrifying.
The fact that Ramses, as sympathetic as a villain can be, ends up leading his army to slaughter Moses and his people. Ramses' tortured spirit is finally broken by the death of his son, and any love he had for Moses is gone. All that's left is a vengeful, murderous psychopath. The war cry he gives after the pillar of fire gives way is both amazing and frightening, given as only Ralph Fiennes could give it.
Rameses: [screaming at his soldiers, berserk with fury] DON'T JUST STAND THERE! KILL THEM! KILL THEM ALL!
A not-so-subtle visual foreshadowing of the final plague is given when Moses goes to plead once more with Ramses during the plague of darkness. As they speak, Ramses' son shows up with a torch, feeling frightened about the unending darkness. At his appearance, Ramses goes from looking almost willing to hear Moses out to hardening his expression and reviling Moses and his people. Moses then asks him once more to back down, saying "Think of your son!" Ramses' son is shown standing directly in front of the mural depicting the slaughter of the Israelite firstborns.◊
There's also a blink-and-you'll-miss-it part during the song "The Plagues" when the hail of fire strikes Egypt; there's that statue, pictured above, whose eyes are glowing the same color of the hail as if it was a sentient thing eager to consume the flames.
The scene where the Hebrews begin staining their doorposts with lamb's blood, before the Angel of Death arrives; the scene was really creepy and tense due to the atmosphere and darkness. The music doesn't help either...