Q: Can electromagnetic fields change the frequency of light? Since light is an electromagnetic wave, can external EM fields change its frequency (through interference perhaps)?

A: No this cannot happen. The Maxwell equations are linear in the fields.

A: To answer at the quantum mechanical level, two photon interactions have very low probability, particularly at the  low photon energy of visible light. That is why two light beams go through each other without interacting . ( they can show interference patterns, but energies/frequencies do not change).
Static fields are modeled with virtual photons , so the behavior is the same for interactions with real  photons which constitute a beam of light: the probability of interaction if  calculated will be very small.

Since light is an electromagnetic wave, can external EM fields change its frequency (through interference perhaps)?

Interference is not interaction, it is the superposition  of the wavefunctions of the   photons that shows the interference in the video linked above. To change the frequency one needs to increase of decrease the energy of the photons, which has very low probability at light frequencies ( at gamma ray frequencies the probabilities are much larger)
