The Hum-X is good for low current draw devices, like your TV and source devices, but is not meant for high current devices like a power amplifier. Essentially, you are throttling the amp; as such, you do not want to plug the amplifier into the Hum-X. When you are experiencing the hum, start by powering off devices that are likely to cause interference and see if it has any effect. If there is no change, each piece of equipment will need to be isolated and connected to the system one at a time, starting with an isolated amp with no inputs directly to the speakers.

Also, volume control not effecting it hints that the problem is after the volume control. If the hum comes and goes, I would suspect either interference or DC on your AC mains.