Check it out ... Alex was doing an impromptu "Infowars" broadcast this weekend -- where he alleged the feds were attempting to raid and confiscate his studio in Austin, TX ... 'cause a day earlier, he said he learned cops were gonna padlock the door and kick him out.

Unclear where he's getting this info or what might be behind all this, but in any case ... he was airing out his frustrations on the show, with both a war cry and a full-blown sob fest.

Alex was fuming, and also emotional ... it's quite the rollercoaster. In the last 15 mins of the broadcast, AJ buried his face in his hands while ranting it'd been a hard fight against his enemies ... and that these unnamed foes were out to get him and sink his empire.

He added, "I've been targeted for abuse. I was duped by someone. Federal files in secret have claimed that I'm committing crimes" -- adding all the claims against him were untrue.

Again ... it's not really clear what the hell Alex is talking about -- but he's airing the claims anyway, further saying he had to sleep in the Dallas studio to stop that location from being padlocked, too. On its face, it seems this might be about the Sandy Hook judgment.

Alex has faced a ton of criticism (and consequences) for his claims over the years, especially pertaining to Sandy Hook. He's got a massive $1.5 bill debt to the Sandy Hook families that he hasn't paid in full yet ... something he's been defiant about since it came down.