Attention all manufacturers of trampolines:
For the love of God, it appears you will save half of MN's neighbour aggro by showing some initiative and developing properly silent frame joints and springs.
WD40 does not solve all ills.
Your sales will quadruple. Think of those Christmas profits £££££
Shake a leg...
OP,
Sounds to me like you're being as considerate of your neighbours as possible in the circumstances, and doing a great job at teaching your DSs likewise 
It must be very challenging at times, and, precisely because you're a thoughtful neighbour, perhaps you're (understandably) likely to interpret a comment about any noise as their overall feeling towards your family in general?
Your neighbour did simply reply factually to your DH's question, so unless there are other reasons you've not posted, I don't see a need to assume that's the case.
Do you think asking them round for a cup of tea, and to get to know the boys a little, might be a possibility?
(Perhaps when your DH is also home, so that you're not single-handedly juggling DS2 as well as talking with them).
If they begin to see your boys as individuals, rather than 'kids next door', they may be more inclined to higher tolerance.
Plus a bit of insight into how you're doing your best to manage and minimise DS2's screaming.
Mentioning the 5.30pm end of garden play in a casual conversation would be useful, too.
Likewise, they'd get a chance to put their side.
They'd be on your territory, so I imagine less likely to get heated than during a more irritable conversation over the garden fence, on a stressed day! They also have every right to peace and quiet for reasonable amounts of time.
They may now live in an estate full of family-friendly homes, but if they've been there a long time, was that always the case?
Good luck 