It wouldn't be surprising to hear military training exercises on HF frequencies. When we were doing training in the Army where the radio traffic was not particularly sensitive or important, we would just use 30 Mhz FM unencrypted. If it's anything important or classified though, and it's American military, you probably won't hear it, and if you do you won't be able to understand it. The alphanumeric codes could be grid coordinates, the military doesn't use latitude or longitude, so a grid coordinate might be a letter/number combination followed by anywhere from 8-16 numbers.
Here's some info on the military grid reference system:
https://en.wikipedia.org/wiki/Military_grid_reference_system
I too would be interested to hear it, if you catch it again try to record it,
