my Shimano RD-5800-GS rear derailleur is very noisy on bigger cogs, especially when being in the bigger chainring at the front. On smaller cogs it's not so bad. I had this problem with it since i bough the bike second hand about a year ago. I think the noise is coming from the top jockey wheel as its coming in contact with the chain. Apart from this, the shifting is pretty much flawless.
I recently replaced the chain coming from the original KMC X11 to SRAM PC1110 but the noise is the same I'd say. I recently started using Squirt wax chain lube but the noise is the same as when using conventional chain oil. I also replaced the cassete coming from the 11-28 CS-5800 to a 11-32 CS-R7000 but it had no effect on the noise.
The jockey wheels spin freely and without a sound. I also tried adjusting the cable tension and b-screw but it had no effect. The noise seems to get worse when i wipe excess wax from the jockey wheels.
Edit: At first the video shows the drivetrain in the small chainring and bigger cog. Then I shift to the big chainring, then i shift to the smallest cog.