Sometimes there is nothing more you can do besides ferrite beads. Not that I recommend them, but they can work if done right.
The problem isn't your cable (XLR or RCA), the problem is RF signals (radio) are getting into your phonostage and it is demodulating them. You must low-pass filter the signal BEFORE it hits silicon (transistor, fet, opamp)! Radio demodulation is all happening at the input of the first stage. The output of that stage does not have enough bandwidth to amplify RF.
PN junctions are the culprit, even parasitic ones. Tube phonostages do not have as much of a problem.
The cure that I use in many of my designs is an RC low pass (set above 100kHz) right before the first semiconductor junction. This is sort of what your ferrite is attempting to accomplish.