We are a commune of inquiring, skeptical, politically centrist, capitalist, anglophile, traditionalist New England Yankee humans, humanoids, and animals with many interests beyond and above politics. Each of us has had a high-school education (or GED), but all had ADD so didn't pay attention very well, especially the dogs. Each one of us does "try my best to be just like I am," and none of us enjoys working for others, including for Maggie, from whom we receive neither a nickel nor a dime. Freedom from nags, cranks, government, do-gooders, control-freaks and idiots is all that we ask for.
I first heard this phrase from the autobiography of Daniel Gallery (Eight Bells and All's Well, published about 1964?). Admiral Gallery was an early naval aviator and I've usually heard this phrase as having originated early in aviation history. The "scream and shout" is probably a reference to using the radio to get help and allow the ground crews to get a radio fix on your location.
I first heard a variant of this in the Australian
Army. "When in doubt, scream and shout and run about". It was seriously meant to promote "shoot and scoot", rather than instinctively going to ground when ambushed (usually a bad idea).
When a naval aviator is lost, he (or she, now) is supposed to fly a triangular pattern and squawk. If his radio is broken, he flies it in the opposite direction. Hopefully there is a scope dope out there who will vector someone to bring him back to the Great Big Bomb Magnet.