You need an in-line inductor to filter power. A cap that big is a waste of money, unless you want to weld with it. Take it out.

You should have noise filtering on the amp. The amp and empeg should be grounded with fat, and I mean FAT, wire, to one place on the car. When I say earth, I mean you ensure that you scrape the contact metal on the bodywork until you see bright metal, then grease it with vaseline before bolting down your earths. The amp casing should also be grounded UNLESS YOU SEE EXPLICIT INTRUCTIONS TO THE CONTRARY in the manual.

The harness of the empeg includes a power filter and a fuse. This line is the permanent feed from the car, and remains powered at all times. If this is a high impedance circuit, you might be advised to connect this to the battery. You don't need large gauge wire. The ignition sense wire should still be connected to the 12V switched supply of the car.

Have you grounded the sled casing to the same earthing point as the amps/player?

If it still screams at you, then the rolloff cap fix might help.