High pitched noise from a monitor in sleep mode is not normal. You can try doing a factory reset and swapping cables/plugging it into a different outlet. If that doesn't work, you should contact Dell about an advanced exchange replacement under their basic 3 year warranty which would come standard with that monitor (AW2521HF)if purchased in the US (don't know about your location).
I contacted Dell but they dont want to replace it or repair it, because they cant hear the pitch noise on the video I send them. But in real life u can hear it clearly and its pretty irritating. So are there any other things I can do to fix this?
A monitor hardware issue isn't something you can typically fix on your own, the monitor hardware isn't user serviceable.
Yeah one of the benefits of modern camera phones is that they are great at eliminating background noise and focusing on voice sound, which is what 99% of users want.
It might help if you remove the phone case or any covering, point the mic at the source of the sound, and place it as close as possible to the sound, maybe include a decibel reader to show the sound level. If if you have a different/older recording device that picks up everything that might help too.