Definitely scary shit.
There are methods that can be used to alleviate the effects of audible offensive weapons, from placards used in protests to some solid shielding otherwise (makeshift riot shield), but for inaudible subsonic weapons, I only have theories based on the way RF works. In short, aluminum foil *should *work to protect from inaudible weapons like shown in the video. If the shield were to be made concave and faced towards its origin, it could end up focusing it back to where it came from as well. “Space blankets” should act as a shield as well without reflecting it back (instead dispersing it).
Would noise canceling headphones work against this?
Active noise canceling is usually just white noise. I’m not aware of any noise canceling device that actually measures and responds to a specific frequency, and even then, the headphones may not be able to physically produce the frequency they need to cancel. You need legit hearing protection that physically dampens the sound. These are not partocularly expensive; you can get basic protection for $20, and more comfortable sets can be found for about $40. Earmuffs for shooting should work well.