Since the work function of metals is several eV, there cannot be any
photoelectric effect with radio waves. At most, the nonexistence of
photoelectrons even with very high intensity radio waves would confirm that
power isn't everything.
The wavelength shift in Compton scattering is of the order of 1e-12 m; it
would take extraordinary accuracy to see this shift in a wavelength of 300
m (1000 kHz in the radio spectrum), though just maybe someone could somehow
be very clever in finding a way to measure the tiny shift. Which raises the
question, what are the lowest-energy photons for which one has observed the
Compton shift?
In principle, one could set up a very low-intensity two-slit experiment
with radio waves and observe an interference pattern building up one photon
at a time. Does anyone know whether this has been done, say with microwaves?