When he first keys his mic reporting the go-around, that's most likely their windshear warning going off. I'm not sure what type of aircraft it is though, or its annunciation of the windshear.
I have attached the actual audio clip that my aircraft uses on a windshear warning. Along with the audio warning, windshear escape guidance is automatically brought up on my PFD/Attitude indicator along with big red letters WINDSHEAR
Upon further review, the warning bell that you hear going off sounds like the GPWS in an airbus. So, I'll guess that this was an airbus.