Sometimes people may use "Jesus" when they are frustrated by something. Technically crying out "Jesus" in frustration counts as Taking the Lord's name in vain, so I would recommend not using it in the presence of Religious people as they may find it offensive (of course every person is different so results may vary).
Aaarrrgggghhhhh is quite a common sound for frustration. But even though it looks quite weird, it basically just sounds like AAAAAAAAAAA!
There are a few more things that can be cried out in frustration, however they
contain curse words so it may be best to share such extra examples in private, for
those who are interested.
Argh! is the word traditionally used to write a scream sound in English. You can replicate any of the letters any number of times to add emphasis. For example:
aaaaaaarrgh!
arrrrrrgggh!
argggghhhhh!
You would use an exclamation mark afterwards to show this is an exclamation (something which conveys a strong emotion)