Instrumentation amplifier noise amplified
LM358 has very low gain-bandwidth product (1MHz) therefore the Sallen-Key filter topology you used might not work well as a lowpass above a few tens of kHz. What happens is the HF jumps over the opamp through C5, and at HF it doesn't have enough feedback to keep its output pin low impedance, so the HF just goes on to the output. Also as Scott says in the comments, the slow opamp can slew limit on the HF noise, and distort the LF signal.

I recommend simulating its transfer function. See Fig.8 on this document.

Now, looking at the PGA204 datasheet page 6, your 2MHz noise is outside of the PGA204 bandwidth, so it should be attenuated a little bit (or a lot depending on gain, which you don't mention). Also on page 6, note how CMRR depends a lot on frequency and gain setting, CMRR at high frequency isn't very good, so you do need a passive filter at the input to get rid of the HF common mode noise.

If your noise is common mode you have to be careful about common mode to differential mode (CM to DM) conversion at the input of your amp. This occurs when the input impedance between the two halves of the differential pair is unbalanced. It can also occur anywhere on the signal path if an impedance imbalance occurs between the two halves of the pair, for example in the sensor (aka "source impedance"), so you need to check this.

The 10k resistor will play a part, but the most likely culprits would be C1 and C3 if they are low-precision parts like X7R ceramics. A difference in the values of C1 and C3 will create an impedance imbalance at HF between the two inputs, and convert CM noise to DM, which the PGA204 will then amplify.

So, I suggest trying this:


Use a common mode choke on the input, it should have enough inductance to raise the impedance significantly at the noise frequency and above. Or increase R1/R4 to a higher value, decreasing the capacitors value accordingly.
Make sure the filter caps are precision (1%) like C0G ceramics.
Duplicate R5, one resistor per input.
Check your shield connection
If substantial current flows in the shield, make sure it doesn't go through a sensitive ground node on your PCB.