The inductors are likely poor choices for the switching frequencies, or specific voltage and currents used for the regulator, and the circuit layout may not be ideal to reduce electrical noise. As mentioned in the comments, this is a basic side effect of bottom dollar designs and manufacturing. You get what you pay for.
There is no practical solution for your existing modules. You could attempt some reverse engineering, replace the inductor with a quality one of the right inductance for the circuit, and voltages/currents involved, but that's not easy without years of power regulator design experience. Quality ones, will cost much more. Except sticking it in a fairly sound deafening enclosure.
Side note: The regulator itself could be the issue. The LM2596HV costs 3 USD a piece in 1000 unit purchases directly from Analog Devices (Who owns Linear who designed the original). It's a clone at best and a fake at worst. It could be out of spec and cause switching noise through the inductor even if the inductor is ideal.
That said, product recommendations are off topic here, so we can't guide you to a specific one. As mentioned in the comments, look for dc-dc converters on your average electronic supplier site, Digi-Key, Arrow, Farnell, etc.