The Ultra does not need a modification as the 3.5mm audio jack is already present
W.r.t to your questions:
3. After modification and you plug in earbuds and listen or it needs an amplifier when on the go.
Decent sensitive earbuds should work
4. Would it make sense to add a small potentiometer < 10K and adjust it to a specific value?
Audio has an AGC
5. And the most important question of all is, when you plug in earbuds, do you hear noise all the time?
Yes, due to the AGC
6. Does the noise volume goes up if RFI is detected (peak or noise floor)
No, always the same level
7. Can listen to any radio station? What are the steps if so? I am assuming only AM...
Yes, any AM station should work. Play with the RBW to get best quality reception
8. Any can share any of his modifications worth mentioning here related to this topic?
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For more info on the tinySA go to https://tinysa.org/wiki/