It's been a while since I've last read any of the books but I've been wondering
Does the book ever mention who or what the Russian Radio is (if it's in the book anyone know what chapter)?
Also if I remember correctly during the building of The Radio there was mention that the gas station was a big faraday cage, did that end up being significant in anyway?
~SPOILERS~
Yeah I don't think he knows what it is either. Like the tall man in a trench coat for a while I thought it was his annoying racist co-worker who was living in the woods for a while. I'm just terrible with names the guy that was picking on Rosa. The trench coat guy never did anything was just standing around the gas station. Aside from the time Jack had a fit and made him run away on all 4s. I don't think he ever showed up after Jack yelled at him.
SERIOUS SPOILERS AHEAD FOR VOLUME 3
The Russian Radio is touched upon quite a bit in the books and we never get an in-depth explanation of what it is, however, the source of the radio waves is seen briefly when Jack and crew storm -REDACTED-'s base at the end of Volume 3.
In chapter 47, Jack is passing all of the things the Collector has been collecting. One of them is described only as "A giant tank of water longer than my[Jack's] arm span and at least 10 feet tall. The only thing inside was a round, humanoid head the size of a beach ball. It was connected to hundreds of metal wires, like hair. I touched the tank and suddenly felt it in my jaw bone: a Slavic voice, a signal."
The radio signal is then transmitted directly into Jack's head, proclaiming that they have arrived at the final showdown. It would appear that this is the source of the "Russian Radio". Simply another being from a different dimension that the Collector has lured into the Gas Stations reality, time, and location... only to be collected.
If I remember correctly, this is all we know about the actual source of the Russian Radio.
It was radio waves and their metal foundation resonated with the waves. Jerry was able to make a proper radio receiver after he heard the metal foundations making noise, kinda like how when you use radio on a phone you need headphones because the wire for your earbuds works like an antenna. In my opinion Russian Radio was a minor demon sending messages. Most demons allowed on this plane can only trick you into hurting yourself. Cohesion via charisma.