Interference can be of 3 types:
Conducted emissions can come through the power lines. It seems unlikely to me that conducted emissions would affect both your modem & your Amiga though.
Radiated emissions are the result of electromagnetic fields. The amiga shield is, indeed, primarily intended to save every radio and TV in the area
from your Amiga, but, as any owner of the poorly shielded TRS-80 Model 1 knew, the interference can go both ways.
A
ground loop is a condition where the ground connections on your equipment inadvertently form a big loop antenna. A
famous example.
Your problems sound to me like a ground loop. It may be an unwanted ground connection on your modem or serial cable. The only solution is to break the loop, either by ungrounding something, putting an isolation transformer somewhere, or re-arranging all the ground connections so that the wires form a star topology, all connections radiating from a single point. Your modem probably has an isolation transformer in it; if there is a break in its insulation it can introduce a spurious ground connection through the phone line.