I got photos! They are not very good photos, but you can see the birds. I have eliminated the possibility that they are Merlins, wrong colour.
I checked with What Bird again and am no further ahead in identifying it. They may be Prairie Falcons, in which case, they are way far north of their usual areas, the call is close. They may also be American Kestrels, but they would have to have been the females or juveniles - again, the call is close. The only other thing they could be is Peregrines, there has been a nesting pair living year round in down town Edmonton for years now. Not exactly their usual hunting grounds, but they are there, too bad the call and the colour are not quite right.
The first two shots are the same bird. I am not sure clicking to enlarge will make it any clearer.
This is the second one and shooting into the light, all I have is silhouette - um and his dinner.
This is the third one we could find. A good shot from below that shows the detail of his tail (no, he restrained him or herself).
And as we were ending our walk, this was how the sky looked.
We could hear a fourth, but didn't catch sight of him/her. If anyone can give me another choice of bird, the call sounded most like the Merlin or the Prairie Falcon.
Have a good day all.