RE: I finally found the Video
Most likely an exhaust leak. The YJ 2.5L was prone for breaking the exhaust studs at the very front and very rear of the exhaust manifold. Check it out and you'll likely see a hole where a stud and nut should be.
Mine got a lot quieter when those broken studs were fixed.
I've also seen this on many 4.0L jeeps, so check 'em out. Have fun repairing, there is a replacement stud/nut kit you can get from the stealership.