If there is a component in the radiated interference that has a frequency close to the transceiver IF frequency or a harmonic of it, It may be picked up by the IF amplifier and mixed with the IF signal at the detector to produce audible interference.P.S. Can you explain what you meant by 'Whatever is causing the interference is probably breaking through the IF amplifier.'? Do you mean a similar frequency may be breaking into the IF amp from the outside? Or interfering with the IF amp from the inside because of the similar freq?
You mentioned that an AM receiver also picked up the interference, so that is a possibility.