Issues when replacing DRV8825 with TMC2209 on a CNC shield

Downloading the data sheet I wonder why You selected that driver. Only looking at the pins it looks like having a number of options. Do You need them?
Why not a 6650 or similar? They use EN, DIR, PUL only.

Always read the data sheet and the application note. Then decide for buying or not, depending on whether You've understood it all.

All steppers make sounds. Maybe different drivers contribute differently.

I've used A4988 on a Prootoner V3 board without problems.