I have a Missouri Fox Trotter and she doesn't make any special sounds when gaiting but she does have a weird fluttery nostril type sound, something like a snort, but more like a sigh, that she does from time to time. It's hard to describe, it's almost like she's sighing. Her son does it too, he's a 1/2 QH gelding. I had never heard horses do that fluttery "sigh" before. It makes me wonder if it's something physical that's hereditary, or if it's a learned behavior.
I have heard of horses clicking their teeth when they gait, or flopping their ears, but she does none of that.