Pigtailing a shield isn't exactly the best way to reduce noise... however:
Most probably the UHF noise is entering in common mode on the cable (maybe through the shield) and rectifies inside your analog frontend. Another possibility is that the noise enter into the supply line of your sensor and the sensor itself is disturbed from the supply.
In my experience the second option is extremely rare (unless the sensor has design issues). The reasoning for ferrite placement is as follow:
The ferrite is essentially a resistor at its designed frequency range; following the signal path before the ferrite there is noise, after the ferrite there is low noise;
This is usually common mode noise; imagine the noise entering from the side of the cable and propagating in both directions (the middle is a simplification but usually you don't know where exactly the noise enters), something like every some centimeter some noise crawls in;
If you place the ferrite in the middle you don't really filter much (since noise has a lot of space to enter on both sides); if you place it near your input you reduce the noise coming from the cable (since there's almost no cable left toward the input side);
As an aside the ferrite works both way: it also keep your circuit noise in and avoid radiation from the cable itself. The best way would be to have the shield almost up to the circuit and put the ferrite there, so every conductor is covered;
if you place it in your B position the whole section up to the board is susceptible (and then you'll really need to know where the noise is coming in); in A position the signal is OK but you risk radiating thru the power lines. Ideally the shield would be terminated to the 'junk ground' (i.e. the chassis) near the board (but then everything depends on enclosure, ground and bonding strategies and so on).
That said: 100V/m is quite a big electric field, you usually test at 10V/m unless you have some special requisite. I'd check the filtering on your amplifier, usually ceramics are quite effective (but then, 100V/m are a lot)