[Mondial]

If that audio amp/speaker is fairly modern, it probably has a switching power supply or a Class D switching output stage. Both will generate tons of RFI unless properly designed and filtered. There should be RF chokes and bypass filters at the power input and speaker outputs. If not you may have to add them or simply unplug the amp when you want to listen to your radios.

This is quite a common problem with modern electronics and unfortunately there may be no simple solution.