While taking the video, people on the background are shouting "Allahu Akbar", means "God is the Greatest"! Subhan Allah! La Ilaha Illallah!
In the Middle East particularly in Saudi Arabia, the flying black horse is an omen, in which most people think that something bad happen in the near future.
However, most commenters of the allegedly video said that it was a hoax and the flying black horse video in Jeddah is edited.