These are all really interesting theories!
I like “When the Angels cry” - it sounds very poetic!
But, in Japanese it sounds a little odd. The “naku” is less like crying from sadness - in the context of the titles, but more as the call/“cry” of the animal itself. The call/cry of the seagulls, the call/cry of the higurashi.
In Japanese stories, especially horror and mystery - giving an atmospheric image or feel is very important. This is why the other two similar titles are more abstract “scenes” or atmospheric and not direct descriptors.
Eg. Higanbana no Saku Yoru ni (Spider lillies blossom in the evening) or Hotarubi no Tomoru Koro ni (When the firefly lights shine) invoke images of a scene or atmosphere
When we say “when the angels cry” in Japanese - we wonder, what sound do angels make? It sounds a little awkward as if the angel will have a cry like an animal. It doesnt entirely invoke the image of an angel shedding tears initially ;;
Ryukishi doesnt write “naku” in the title in kanji, he does in hiragana (なく, naku) but the sound animals make (their cry/call) is “naku” as in 鳴く
But crying as in shedding tears is 泣く(naku)
He doesnt use the kanji because since the animal is the subject, its know the なく (naku) is 鳴く (naku, animals call/cry) the different “na” kanji is implied. It looks more abstract/poetic this way too.
While I do like it, I just dont think it may match thematically with Ryukishi’s naming. If he does use it though - and the implication would change from a sound (like the call of the gulls or higurashi) it would be an action (of crying)
The scene is hard to imagine or less atmospheric in the Japanese sense. It seems more like something we are viewing directly, but not so much an atmosphere
I can only imagine one fitting atmosphere - a kind of apocalypse, or religious Christian theme. (When I think about it from a Japanese perspective and crying angels)
I like @Arietta 's idea of cranes. They would be fitting and could fit easily into a city setting and overall themes of both spirituality, wishes/hopes, and physical topics such as war or illness (themes present in Higurashi and Umineko) as well.
However, it may not be a bird at all. Feathers have been a popular motif for Ryukishi, such as Hanyuu and Featherine having that unique about them, and Umineko Hane as well. It could be moreso connected to the seagulls in that case though. But feathers as a symbol does seem to pop up here and there.
In Japanese symbolism, feathers are common symbols for “freedom”, "taking a leap of faith " “strength”, and a kind of adventure feel. It would be fitting for an open world - but doesnt exactly have to symbolize the potential animal itself. I want to try and keep an open mind.
If its a cityscape, what is a haunting noise in cities? Higurashi fit the typical Japanese sound of a rural forested town. And Umineko fits the typical Japanese sound/atmosphere of the seaside.
What is the typical sound/atmosphere of a cityspace in Japan? cats? (A common motif in Higurashi and Umineko as well), Crows, while a bird too, and may take into account the feathers, could be a good ominous choice (Japanese crows sound much stronger and louder than crows in North America). Sparrows? (A lot of symbolism there, since sparrows are seen as weak alone, but strong together in Japan - a typical symbol of community animal ) their combined chirping and flying across the sky is a common sight in the evenings - or even near a storm in the city. Pigeons are not so common or as loud, or have a distinct cry in Japanese cities with the other animals. It could also be foxes, or maybe tanuki fighting at night - alluding to a story of supernatural themes, or themes of deception and backstabbing.
Theres a lot of things we can explore from the image alone - and given the past patterns of Ryukishi is good to try and find a hint from!