So my first question would be who is our POV in this scene? Are we the listener? The Host? The Guest? How do you want the audience to interpret the series? Should we take what they say as true? Should we see them as nuts? Should we see them as viewing something that is real, but coming to the wrong conclusion (Yes, in story the footage of the UFO really is an alien space ship. However the occupants look like humans and are pacifistic but the show is claiming they are shapeshifting reptilians hell bent on destroying all humans from within and they live in the center of the earth in Atlantis... and in their next segment, they will prove that Elvis is not only alive killed Tupac and Biggie because they were about to reveal that The King was really a vampire all along.).
I would also advise you look at some real life podcasts that run on this, as there are podcasts that look at the things that fuel these conspiracies from both the Mulder and the Scully side of the issues (Mulder is a believer, Scully is a Sceptic). I would also make sure to make your host a bit of a blend of a few famous hosts so as to not look one sided (The start with an advertisement hit me as "Okay, he's going for an Alex Jones parody" but as someone who listens to the shows more geared at unexplained phenomena rather than political conspiracy theories, I also thought about Art Bell and Coast to Coast AM who was a bit more well regarded and was quite popular among radio listeners working the graveyard shift in the 90s-00s.).
How is the show formatted? Is it host and guest interview? Is it a talk show (Host may have a segment with the guest, followed by call in questions from the audience.). Is it a livestream with super chats (similar to talk show, but popular on YouTube and other streaming platforms. Host does the show live and talks with guests and plays clips if set up. Fans watching it live can comment and include a money donation that incentivizes the host to read out loud and respond to (often host will give a minimum value to donate for a read guarantee.).
This will inform how to write as if you're POV is on the show either as host, guest, or producer or sound guy, they will be privy to the host and guests' off air comments which may be different from their on air personas (it's not uncommon for the Host to develop his on air persona in a way that is completely different from his off air persona. Rush Limbaugh's on-air host persona was noticeably a lot different than his private life persona and he was a lot more agreeable if you talked to him in private (he was at least a good sport when his show was being mocked, having lent his voice to characters on the Simpsons and Family Guy that were intended to mock him.). Reportedly Alex Jones is similarly not like his on-air persona when he's not working. Remember, that these shows are all entertainment first and foremost, and keeping those listeners tuned in is all that matters. If they're coming to see your over-the-top moments, give it to them.
I would also recommend giving the advertisement as the scene ends as a way to "world build" and make it seem like this is a real show, but like everyone else, no one pays attention to the adds. Look at how the MCU handled J. Jonah Jamerson (he was clearly meant to be playing an Alex Jones type, though keep in mind, most depictions of Jamerson will make his journalism sin be that of mixing fact-based reporting with editorial opinion. Jamerson is still a consummate professional who reports facts. His saving grace is that while he has a low opinion of Spider-man, he does not slander (or libel) him for that matter. He just does not trust Spider-man often due to him wearing a mask, which is valid, and that may color the way he words his reporting. If Spidey was to walk on water, Jamerson would report that the web-head could not swim... but he'd never report that Spidey fell into the river.