Yep. It's harder to change your pitch with non-speech vocalizations, but it can be done. Altering how you laugh, cough, sneeze, scream, yell, etc. I'm still struggling with coughing, but the rest I can do. Basically if you can talk in a female voice, it should be possible to scream that way too, but it takes practice to learn how to do it right. Mostly it's trying to keep your throat and jaw relaxed, since the instinct is to tense up. And then reroute your voice through your head and away from your chest (so you get the right resonance), same way you do for talking.