I think this is intentional. To scare you. Just ambient noises. As for the Gunshots it might be you punching/hitting a wall with a melee weapon or some gunshots in the distance. The "zombie wanting out" is the only bug i see here, although that seems serious and needs some attention.

This is not a glitch or a bug it is intentional. Drink some water and eat some food and you will see that you no longer hear these sounds.