Have you tried a doggy door, so the dog can go out when he wants? Also, this may seem weird, but dogs can see spirits; maybe one is bothering him. And then, maybe he just doesn't like being alone and needs some attention or he may want to sleep on the rug in your room and be close. Dogs are like people, they just want to feel loved.
This is a difficult situation and it may take some time for a solution to work.
The first and most important question is: Why does your dog bark?
Is there a jogger or a dog running around? Are there rodents or other animals in / under your house or in your roof that trigger her? Does she try to get your attention because he needs to pee?
First try finding ...
It isn't surprising that your bird is upset, since she's still very young and is in a completely new place without her previous family. I've had new cockatiels who screamed when they were new to my home. It takes a lot of time, patience and--especially--attention while she builds a bond with you and feels secure in knowing that you will not leave her.
The way I understand, you have her for only a few days / weeks. That is usually too short for the bird to learn to trust you and befriend you.
On the other hand (if the video is with your bird, not something random from the net) the bird is actually trying to communicate with you. If you do not understand whatever she is saying, it is your problem :)