Well, Balrogs had to make some kind of sound, because when Hurin was captured by Gothmog, it was said that the latter dragged him in with much mockery. I think mockery involves some form of vocalization.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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