Amp volume

Before going into using noise gates/pedals, I'd look into what can be done within the amp. I've read that noise gates cut out harmonica in unpredicted ways and reduces your dynamic range (you can't do sudden changes in volume because the noise gate will interpret it as feedback and cut you out). Note that this is hearsay: I don't have this problem (I only have a small amp, and when I play through big amps they generally don't feedback that bad) so I don't own (and never played through) a noise gate.

Different amps are different regarding feedback, and some of them are more feedback prone. You didn't tell whether you played in a small room but, if that's what you did, room resonance (echo) will make your amp feedback earlier. So you might not have such a big feedback problem on a bigger venue (which is generally where you'd use the bigger amp, and where you cannot use a small amp which you wouldn't hear). Also, mic cupping technique and your position relative to the amp will contribute to increase or reduce feedback: good cupping without exposing the mic to the amp directly (eg, playing to the side of the amp) will reduce feedback, while loose cupping (or even good cupping, if the amp can "see" the mic) will increase it. Even the key of the harmonica can affect this, with higher keyed harps (D and above) making it more likely.

Tube substitution can reduce feedback issues, you should check out https://www.bluesharmonica.com/amps_what_you_need_know, specifically the "Tube substitution" video, where Dave calls out this specific issue (certain preamp tubes increase the likelihood feedback, and also making the amp sound too clean). You should also and probably ask Dave directly and also Skip Simmons in his own forum about this, providing the specific amplifier make and model, for options. If there is any tube substitution which would help you reduce feedback and get a more saturated sound (if that's what you're after) they will know.