Looking up the Fallout 4 Mysterious Signal objective means you've hit the bug where you can't actually play the signal on your pip-boy radio, and the All Hallows' Eve quest is just left hanging. Don't worry, the same thing happened to me and even if you can't hear the signal, you can still proceed the mission if you know where to go.
How to complete the Fallout 4 Mysterious Signal objective
If you can't play or listen to the Mysterious Signal in Fallout 4 you can still carry on with the mission by heading to the Harbourmaster Hotel marked on the pip-boy map above. If you're early in the game it might be tough to get there as there's a lot of enemies that will chew up your fresh from the vault level character. But, save often, and you should be able to brute force your way through.
When you get to the location on the map you're looking for this building:
Be careful when you approach as the base of the hotel is now a fenced-in raider base, so be ready to fight when you get there. Alternatively, just run in and hope you can reach the door before anyone attacks (I threw a load of grenades over the wall and killed most of them before I went in).
Once inside you'll want to go through this door:
Opening that door will 'fail' the Listen to the Mysterious Signal objective but activate the next stage of the All Hallows' Eve quest: Investigate the New England Technocrat Society. You'll be immediately attacked by ghouls on entering the room, but once they're cleared you'll be ready for the next stage of this quest which involves finding the Fallout 4 All Hallows' Eve password.
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