limiteddi

When I was going to start the car there was a message that the vehicle is in N and transmission could be damaged. Today was really cold(-30 at night) but my GL had little troubles starting. 10 seconds later a weird noise started coming from underneath the car. I shut it off and not I am not able to start it. Pressing the button once moves gages on and off, second push lights the dashboard up and thats when a weird noise from passenger side(between front and middle rows) starts. It sounds like loud pump. It would crank and the sound would change pitches and tone while car cranks but to no avail.

Any idea what this might be?