Artefacts from playing ultrasound through PA system
First of all, like Cal-linux mention in their comment, I would strongly suggest intermodulation distortion for the frequencies that are not multiple integers of the fundamental.
Now, regarding the sweep tone artefacts. Since you are talking about high frequencies we are talking about a high-frequency driver. Nowadays, most high-frequency drivers are domes with some kind of compression driver attached to them. It has been proposed by Hubbard that compression drivers generate subharmonics. By visual inspection (as you also state) part of the energy of the sweep seems to be present at the first subharmonic $\frac{1}{2} f$, which could potentially be somehow related to the results Hubbard presented.
Further investigation is needed to be able to say for sure but this is indeed a very interesting observation. I work as a P.A. engineer, so I will try to duplicate the effect and work more on it. I will post back if I manage to reach any conclusions.