Hi,
I was using a Rode Shotgun and got exactly the same thing when shooting a School Play. I also used a mic extension lead to set the mic up on a tripod separately away from the camera.
We tied the buzzing noise (after the event of course) down to a faulty (or maybe just noisy) fader on the lighting panel.
It only happened in the odd scene when presumably a bank of lights were not on full.
I did however manage to remove the worst of buzzing noise by going into the FIX/ENHANCE mode in EDIT clicking on AUDIO DENOISE and trying the BACKGROUND position at something under 50%.
The AUDIO DENOISE does affect the rest of the sound but the buzz is intolerable, it's worth trying the BACKGROUND level as low as possible to start with, and work up.
I did film the play at full dress rehearsal as well without the extension lead and that was fine.
When I tested the set-up with the mic extension lead the lighting panel was probably not switched on.
So I'll know what to do next time.
Happy editing !
GR