Scream-Shout | Commonly Confused Words

Scream

/skriːm/

To make a loud, high-pitched sound usually because of fear or excitement

“Leave off that!” screamed the Queen.From a wood below the hill came a woman's violent screams.People were screaming and shouting.

/ʃaʊt/

To utter a loud cry or call.

'No!' shouted Duncan.Then I heard somebody shouting."What in the name of Bealz – " one soldier shouts.

Think of a scream as a more intense, high-pitched cry that often indicates fear or pain.
A shout is typically loud but doesnt necessarily have the high pitch of a scream and can indicate excitement or the need to get someones attention.
You might scream on a rollercoaster, but shout to call your friend across the street.