Sounds like a loose/bad connection. If you have a bad connection, wire corrosion, etc., they will do funny things at high volume because they are having problems getting power consistantly. You can think of it in the same terms as battery cable problems causing your engine to start or run poorly.

It's also possible that there is something wrong with the connections in the crossover. I'm guessing it's not an amp problem, especially if you have other speakers on that channel that are behaving properly.