QuietRock has drywall that combines soundproofing with RF shielding (steel plate), but it's expensive and targeted at military use cases, https://www.quietrock.com/sites/default/files/QuietRock_530R.... Aluminum radiant barrier can be layered with standard drywall.

There is conductive carbon paint for RF shielding, e.g. http://www.emfrf.com/shielding-of-electric-fields-in-a-resid... & https://www.zokazola.com/emf_reduction.html

Other materials: https://news.ycombinator.com/item?id=29902926