Cascading more filters may help. Also simply adding an attenuator may help, as long as the RF noise floor is above the receiver's internal noise floor.
However, spurious emissions from the station can also be an issue. In the US, spurious emissions are regulated by 73.44, which states:
Emissions removed by more than 75 kHz must be attenuated at least 43 + 10 Log (Power in watts) or 80 dB below the unmodulated carrier level, whichever is the lesser attenuation, except for transmitters having power less than 158 watts, where the attenuation must be at least 65 dB below carrier level.
Say this is a 1000W transmitter: that means spurious emissions more than 75 kHz (which would include all harmonics) would have to be attenuated by 46 dB. 46 dB less than 1000W is 25 mW, which is still quite a lot if you are very near the transmitter.
Unfortunately, there's not much you can do about spurious emissions from the transmitter, except attempt to orient your antenna to null them out.
You can determine if a spurious signal is from the transmitter, or generated by your receiver, by switching an attenuator in and out. If you have a 3 dB attenuator, and it makes a 3 dB difference to a spurious signal, that's most likely something being received by the antenna. But if adding or removing the attenuator makes a 6 dB difference or more, that signal is generated by your receiver.