I remember from childhood a cowboy comic where an Indian character shouted "Onhey!" as he attacked. If I ever recalled it, I just assumed it was made up. To my surprise, it turns out to be authentic (or at least sourceable to period accounts). It turns up in a number of accounts of the Battle of Little Big Horn, as in that reportedly told by White Bull to Stanley Vestal:
White Bull said, “I saw a mounted soldier waver in his saddle. I quirted my pony and raced up to strike him and count the first coup on this enemy. Before I could reach him, he fell dying from his saddle. I reined up my pony, jumped down and struck the body with my quirt. I yelled, ‘Onhey! I have overcome this one.’ I took the man’s revolver and cartridge belt.
- The man who killed Custer ("To Stanley Vestal, the old Sioux warrior White Bull describes the day when he counted his greatest coup", American Heritage Magazine, February 1957, Volume 8, Issue 2
Another account, Vestal's book about Jim Bridger, makes the context even clearer: that it's one of a set of standard expressions used by the Sioux when counting coup or in real attacks.
Mr. Frank Zahn, the Upper Missouri Interpreter, states that the Sioux, in punishing a member of their own tribe, used the same expressions as when counting coup upon an enemy. The man who first struck shouted "Onhey." The second to strike shouted "Okihewakte"—I kill him second." The third, "Iyamini-wakte —I kill him third." The fourth warrior shouted in like manner in his turn.
- Jim Bridger, Mountain Man, 1946 (Internet Archive jimbridgermounta001190mbp)
It all sounds plausible enough for closure for the moment, though both of these sources come via Stanley Vestal; it'd be nice to see independent confirmation. I don't know what language it would be; "Sioux" covers three main languages (Lakota, Western Dakota and Easten Dakota) with multiple dialects.