"Yell after" I have always taken to mean something like being yelled at, because one had done something one should not.
I think the real problem here is that the wrong verb may be bring used. Having read all the comments, it seems that "called out after the girls" might be a possible translation. To my ears, the verb 'to yell' is mainly used to reprimand someone. But there's not enough context here to know if that's true or not...
I asked a Danish friend about it, and this is what she said. I hope it helps.
Råber efter is usually if someone's walking away from you or you're yelling after someone in a crowded place. Råber på is usually a bit more desperate - like a kid yelling for their mom or something. If you are yelling at someone, you use råber ad.
A scream also tends to be more violent usually denoting either someone who is yelling out in extreme anger, exasperation or on the other hand great fear or pain, in most cases. It can be yelling at the top of your lungs, or in the case of fear, not necessarily include words at all, such as "Aaaaaaaaaaah" (The sound you might make if you accidentally dropped a large brick on your foot.) I hope that helps some too.