The conceptual problems seem to be the same as with median versus average.
An activity
This one I have used in teacher education, where the students are of a comparable mathematical aptitude. I ask the students (in small groups of roughly three students) to create an artificial dataset where mode, median and average are in a given order: mode < median < average, median < average < mode, and so on. Different variations. This can be done on paper, in Excel, with Python, etc., as you will. As an extra complication, you can ask one of them to be much bigger (or smaller) than the others, and leave it to the students to discuss what kind of measure of being much bigger makes sense.
The goal of this activity is to create an understanding of how changes in dataset affect the measures of central tendency. As a teacher you need to make this explicit after the activity and emphasize what has been learnt, as usual when teaching any subject. Same with what it means for something to be much bigger than something else, in this case.
SD and interquartile range
This part is speculative. I have not done this.
This assumes that the knowledge about the measures of central tendency have been activated, for example by the previous activity. Seeing the definitions of SD and interquartile range and talking a bit should lead to seeing that they are related to average and median, respectively. You could use the same activity, but it might be more interesting to have a different one; maybe this is the right way to go if the students had problems with the previous activity.
In any case, after the concepts are in control, you might challenge them to think of, and if time permits, find, examples of datasets where one of the measures is a lot larger than the other. You should leave the meaning of larger as something the students have to make sense of and that is part of the final, whole class discussion.