Loud moaning noise when braking in reverse?

Bought my car 8 months ago from XJ Experience. Very soon it started making a very loud moaning noise. It doesn't make this sound when I brake while going forward. It sounds like a whale or chewbacca... According to them it is completely normal behavior, so they won't help me. What can be the cause and how is it fixed? See the video:

It's common, personally I wouldn't say normal - it is just the first time you reverse after the car has been standing for a few hours, overnight for example?
There are a few factors that can contribute to this:-
Corrosion of brake discs
Corrosion of carrier yoke
Incorrect or old brake pad mounting shims
Short, low speed / low energy journeys leading the rear brake discs to not 'self clean'
Excessively worn / lipped rear brake discs
Low quality brake pads / application of 'brake grease' / copperslip
Delamination of the anti-squeal shim from the brake pad(s)
EPB not 'wound off' correctly when replacing brake components
Brake caliper slide pins corroded / binding
Brake pads holding moisture due to low usage not hardening the friction material soon after initial fitting

In the vast majority of cases of brake noise, it's usually down to usage (or lack of it in the case of corroded brake discs), occasionally it's a material defect or incorrect fitting.

I would suggest driving the vehicle to 60mph, braking reasonably quickly to 20mph and repeating this another nine times, with at least ninety seconds inbetween each braking event, then driving for a further five minutes to allow the brakes to fully cool.

All the usual caveats of beware of other road users, only brake when safe to do so 'at your own risk' etc. apply. The point of this is to 'polish', not overheat, the working faces of the brake discs and dry out any retained moisture from the friction material. It may not provide a solution but it is a good first step.

Maybe get the EBP re-calibrated as well as the above ?

Thanks for the tips so far!

It doesn't happen when the car has been standing for a longer time (for example overnight). It always starts after I have been driving it for a few minutes. I use my car daily and I experience this every day when parking at work, home or the store after a short drive. The weather (rain, or temperature) has no impact (read it somewhere online). The noise is always there.

The disks and pads are new (Brembo). They have been installed 8 months ago. They have only been used for about 4000km. It began after a month or 5 of usage. I will add pictures how it looks now. No corrosion or worn materials which could be the problem (I think).

Last month everything has been dismounted, greased and remounted. No result.

I will also try the 'polish' tip by braking 9 times the way you described.

Could other brand of pads / slotted disks be better for a long term fix? I''ve seen multiple people with Brembos who experience this problem again after a few months.

It's likely the 'greasing' is not helping - grooved / slotted / drilled discs are mainly for looks and have no engineering benefit, at least the aftermarket variants...
If it occurs once the brakes are warm, then check the pad backing isn't delaminating, pad slides for free movement - and NO copperslip on the slides or brake pads. Slide pins should have low viscosity silicon grease lightly applied, brake pads should have Nickel grease only on the front pads and then only on the ends of the metal backing as a friction reducer where they contact the caliper unless your rear pads don't have the hard metal shims (make sure the plastic backing is intact and on the top of the carrier) the rear pads should not be greased and the carrier should be cleaned and rust gently filed away so that the pad backings have free movement in the carrier - but not enough to chatter! It may be worth chamfering the trailing edge of the brake pads so there isn't a hard edge being presented on reversing.
Difficult to be 100% but the brake discs look like they've got a lip on them with a 'blueing' where the pad has been dragging, causing a hotspot - there's also a lot of grease on the pad backing, negating all the development work done by the brake manufacturer to develop a backing that transfers heat and prevents brake noise, I seem to remember that those pads have an adhesive backing to help withdraw them from the disc, greasing them negates that function. The discs also appear to be aftermarket, so won't be the same quality of casting - which in part will explain the scoring, that, and the amount of brass added to the brake pads.
Personally, I've always fitted genuine brakes on my vehicles - never had a problem with brake noise other than when they ingest a foreign object and squeal like a stuck pig....

Thanks again for your reply. I will check and try. Which brand pads / discs do you recommend for the Evoque?

Genuine - but just as important, fitted by someone competent that cleans the hub & carrier of any corrosion, fits the discs & pads correctly and without slathering everything in Copperslip 'because that's the way I've always done it'. The EPB also needs putting in service mode and the pistons winding back correctly.