Could be any of the three (or most likely a combination):
- power supply
- UST (under saddle transducer pickup)
- preamp circuitry
You already tried out different power supplies, but still that's where I'm thinking the problem starts as you say there is no hum with the battery supply.
The circuitry and transducer could amplify even the slightest ripple from the power supply (and surroundings), but if it were a grounding problem with the transducer and/or preamp, I'd expect you to hear some hum even with the battery.
However the combination of bad transducer grounding and bad grounding of the power supply and the ground of whatever you hook it up to, may create some sort of ground loop.
Take a closer look at the transducer and consider a replacement. Here is a quote from a guy that had luck with this (with his SLG100N):
I decided to yank out all the circuit boards and replace it with
B-Band's aftermarket UST Preamp/Pickup System. When I called B-Band to
get some technical info, their customer service person told to me to
try their "replacement" under-saddle ribbon transducer, made
specifically for the Yamaha Silent Nylon String Guitar first. He told
me other people have had the same problem. For $39.00, it was a lot
cheaper than than buying a whole new pickup/preamp system. The B-Band
site offers detailed instructions on installing their under-saddle
ribbon transducer pickup, if you buy one of these, take the time to
read it. It arrived in the mail, I installed it in 10 minutes and WOW!
This guitar now sounds absolutely amazing! This new version of the
ribbon transducer is very impressive. Touch sensitive, very clean
dynamics, amazing amount of headroom through the headphones or plugged
into an amp, AND it is totally quiet. As in NO 60-cycle hum or
interference of any sort regardless if I'm using the AC power
converter or a 9volt battery.
(source: "Lacewoodstrat1" review at harmony central)
Also take a look at this related question:
Fixing low-frequency hum in an undersaddle acoustic guitar pickup