Egyptian President Anwar Sadat, in a Danish interview released yesterday, offered the use of facilities in Egypt for Western intervention to halt the Persian Gulf war.

Meanwhile, special U.N. peace envoy Olof Palme left Geneva for New York to brief Secretary General Kurt Waldheim on his contacts with Iranian and Iraqi leaders aimed at halting the 10-week-old conflict.

After arriving in Geneva from Iraq, the former Swedish prime minister told reporters the U.N. peace mission had gathered background and firsthand information on the conflict.

Palme said he might return to Iran and Iraq but that his immediate task was to consult with Waldheim.

Sadat's remarks, in an interview with Danish television in Cairo Nov. 20, were scheduled for broadcast Tuesday.

"The Iranian-Iraqi war must be contained," he said. "I am ready to give Western Europe facilities in my country to reach the gulf and try to end the war, which must be stopped even if by force.

"The whole world is in grave danger," Sadat said. "The United States, Western Europe and Egypt must intervene. I do not have any confidence whatsoever in whoever it is, if anyone, who is ruling Iran. . . .

"If nothing is done our whole civilization will collapse just because of a war that is being fought by irresponsible teen-agers," Sadat said.

In the war, Tehran radio reported that Iraq shelled Susangerd during the night Monday and brought up reinforcements apparently in preparation for a drive to occupy the Iranian border city before winter rains begin.

It also reported heavy Iraqi shelling of Gilan-e-Gharb, 200 miles north of Susangerd, Monday night and artillery exchanges between Iranian and Iraqi batteries near Abadan, 85 miles south of Susangerd.