Does anyone have any insight DoD Directives that address Federal Employee Privacy and the potential for retaliation?

You might want to read AR 15-6 and sit down with your units JAG for clarification on your concerns. Now, I haven’t done one in some times but investigating officers do not have subpoena authority, again, JAG has the right answers to your questions.

Investigating officer means Administrative Investigation to me. If the IO shows you the authorization letter, then you must truthfully answer any and all questions. Refusal to answer or lieing found out after the fact will subject you to punitive measures. That said, I've done a number of these things back in the day and was sensitive to protecting the people I was interviewing. If they wanted their name withheld, I'd do it. Retaliation can come for different and sometimes unexpected directions. There is a problem when the sphere of witnesses or topic is so narrow, most anyone can figure out who made the statement similar to improperly administered climate surveys. I'd have to dig up the AI handbook to dig into more specifics, but would presume you'd have access to your Command guide. JAG, IG, and the One Shop would have it. You can read up on what the process is and what the IO does, who gets reported to, etc. I presumed Admin. If it's a JAGMAN, that's a different beast and points to a much more serious inquiry. Done those too. They take interfering with the IO on this stuff much more seriously and quickly. About all the ramble I have in me at the moment.

I do not believe you have any options other than to cooperate with the investigation. If there is retaliation it should be reported and let the powers to be handle it. You night consider a transfer request from the unit in which the subject is assigned.