As you've picked up on, word order can be inverted in interrogatives. This isn't an interrogative, but it's also an example of inverted word order: a so-called negative inversion.
Basically, it's (often, but not always) necessary to swap the order of the subject and finite verb when a sentence starts with a negative (like "no" or "never") or an almost-negative (like "rarely"), followed by a finite auxiliary verb (e.g. "have" in "I have heard").
This structure can be used to add additional emphasis to the negative, by placing it at the beginning of the sentence.
For example, the sentence:
I will at no point play basketball with him.
becomes:
At no point will I play basketball with him.
In your example, ignore the first clause and the "it was said that" bit. That leaves us with:
[N]ever before had anything so incoherent, coarse, wild, and ear splitting been heard!
Looking at this part alone, it's clear that this is negative inversion; the sentence starts with a negative ("never before") followed by a finite auxiliary verb ("had") and its subject ("anything") and main verb phrase ("been heard") have inverted order.
Unfortunately, this isn't always possible, and there's not, as far as I'm aware, a good, easy-to-remember rule for which situations fit which category.
An example of an invalid usage is:
Never I spoke.
Instead, one would say:
I never spoke.