There’s nothing wrong with saying “they shouted”, but if you want to mix it up or be more specific, here are some alternatives:
| Yelled | 
 To shout, often in anger or excitement. 
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| Screamed | 
 Loud, high-pitched sound, typically out of fear, hysterical excitement, or pain 
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| Bellowed | 
 To shout deeply with a booming voice 
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| Shrieked | 
 To make a loud, piercing cry or scream 
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| Roared | 
 To shout with a deep or resonant voice 
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| Cried out | 
 To shout or exclaim loudly and suddenly 
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| Squealed | 
 High-pitched sound, often delighted or disgusted 
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| Thundered | 
 To shout with great force and volume 
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| Barked | 
 To shout/speak sharply and abruptly, often with a commanding tone 
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| Wailed | 
 Prolonged high-pitched shout, especially in grief or despair. 
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| Yelped | 
 Short, sharp shout (often surprised) 
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| Screeched | 
 Loud, shrill, harsh shouting 
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