I got to use the Note 10+ and iPhone 11 Pro Max yesterday at a live music event. I was right at the stage and my apple watch was showing a constant 112-116dB. I had to mute its constant >100dB warnings. It's OK I always wear earplugs.
In any case this is what I found concerning video:
Both devices were set at UHD 3840x2160 at sixty frames/sec.
The Note 10+ is sharper. Its audio has issues with the loud inputs. No serious distortion or crackle on kick drum hits or numbing guitar chords, but it's not great.
iPhone 11 Pro Max audio sounds great. When zooming the sound stage and levels are changing but not annoyingly so. 21" crash cymbal hits at 120+ dB are not subdued at all or have an "edge" to them like the Note 10+
The best result was with iPhone 11 Pro Max using Filmic Pro on ultra settings. Very smooth zooming, great audio rivaling a dedicated digital recorder(!) and just overall feel that when watched on our DAW's dual 8K displays, is hard to believe it was captured on a mobile phone! Amazing combo.
Does that make the Note 10+ bad, nope, not at all. But if you want the best video AND sound at loud gigs, iphone pro capture > Note 10+. If all you care about is video, the Note 10+ is very nice. I wish they would use a scroll toggle/button instead of pinch though.