Call me dumb if you want, but on many live recordings there are "buzzes" in between songs which you can hear. It almost sounds like, dare I say it, somebody flatulating. It almost sounds like a "Times Up!" game show kind of buzz. You can hear it on Wembley '86 and Milton Keynes shows.
I figured that it was feedback but I hadn't heard any feedback like that. From what ive heard from shows and playing guitar is usually more of a screech-ish sound. It almost sounds like a trumpet or horn on the Queen performances.
Listen to the end of White Man - is that the sound you are talking about? Because if so, it is probably a treble booster and/or other effects. The more effects, the more noise.