Here is the scenario.

1) QB passes the ball.
2) DB dives for the interception, gets up off the ground & begins returning the INT down field.
3) Ref blows the play dead, ruling it an incomplete pass instead of an INT.

Is this play reviewable by the defense?

i do not believe so because the play was blown dead.

Yes it is... but the return of the interception would not be allowed, since the whistle blew (would be treated like an IW).