What you described sounds like the exhaust may be hitting under the vehicle. This can be caused if an exhaust component comes loose or if you have a failing motor mount.
If you can, have a helper apply the parking brake and apply the brakes firmly. Have them shift into reverse while from the side (safe distance) you watch the exhaust under the vehicle to see if anything is bouncing and if you can hear it hit.
Since this happens when you first shift, it must be something loose under the vehicle. This is my first suspect.
Let me know what you find.
Take care and Happy Easter,
Saturday, April 8th, 2023 AT 10:15 PM