Screaming is no good.
Except in the movies. Movie pilots look like complete idiots and they scream a lot.
Did Captain Sully scream?
No!
If I was in his situation, well...
I would try to appear calm. There is people who just flies the airplane and is so calm! "We have lost thrust in both engines" and "We may end up in the Hudson". It explains it all.
Just that, calm as if he had said "Oh, how inconvenient! I will get wet and it is very cold. We'll I get a flu?"
