It sounds like that noise is probably from the default 490Hz PWM output from the Mega. This forum post by Claire shows how the Arduino library for the VNH5019 shield can be modified to use 20kHz PWM signals with the Arduino Mega; you might try making similar modifications to the Arduino library for the MC33926 shield.
By the way, it looks like you are using two 12V batteries to power the MC33926 shield. Please note that this shield’s maximum operating voltage rating is 28V, and when fully changed, two 12V batteries could exceed this voltage. Also, the MC33926 shield is rated for a continuous output current per channel of 3A (with a peak of 5A). From the look of those motors, the MC33926 shield might be underpowered for your application. You might want to double check that they fall within the current ratings of the shield when using 24V.
-Brandon