Interaction of electromagnetic waves
In free space or a homogeneous dielectric (like plastic), the interaction of electromagnetism is purely linear. This means that, classically, however much energy you put into a wave, it simply adds with any other wave. This is of course the same for any frequency. This is a property of the principle of superposition. 

Non-linearity can happen in other materials, such as ferrites. Then the superposition principle does no longer apply. Here the material dissipation sets the upper limit, because the material will melt with sufficient energy. A typical example is magnetic saturation in transformers. Another example is the directivity of a ferrite RF circulator

If we go beyond Maxwell's equations, and into relativity and modern physics, there is something called a "Kugelblitz" A man-made black hole, that could theoretically be made from getting enough energy into a small enough space. This also breaks down the superposition principle. This sets an upper limit to energy concentration in space, but this energy is extremely huge. To figure out the energy required you would solve the mass-energy equivalence together with the Schwarzschild radius, to find the energy required \$E\$.  $$E=\frac{r_s\cdot c^4}{2G}$$
This comes out at about \$10^{42} \,\text{J}\$ (don't quote me on that) for a ping-pong ball sized black hole. Which obviously is extreme. I cannot imagine what kind of laser you would need to make this incredible amount of energy.

The conclusion is that, in most standard situations, there is no interaction limiting the electromagnetic waves in the area/volume you measure.