IRS auditor wants proof $10,000 gift was in fact a gift.?

You are correct that 10,000 is below the gift tax filing requirement but if you have already supplied such sensitive info as the ss#, name and bank I'm not understanding what's worrying you. You do have the right to question the agent as to their purpose in wanting to interview your friend since you have already provided necessary info. And in all reality, how hard would it be for the agent to locate your friend since they already have as much info as they do. If this gift is on the up and up then there's nothing to worry about from any party involved.