There was a really good decision about 10 years ago that unfortunately was vacated by the actions of a corrupt Idaho prosecutor.
When Lon Horiuchi was charged with manslaughter for assassinating Vicki Weaver in the Ruby Ridge fiasco, the full 9th Circuit Court of Appeals ruled that the case could continue under Idaho criminal law. The U.S. opted not to appeal further. It was removed to the U.S. District Court in Boise but was being handled as an Idaho criminal prosecution.
Unfortunately, the prosecutor lost her bid for reelection. Her replacement not only dropped the criminal charges but moved to vacate the landmark 9th Circuit opinion. Of course the U.S. did not oppose that motion. Shortly thereafter, the new prosecutor was disbarred for forging a notary signature on a document.
To add insult to injury, the next person to handle Boundary County's legal affairs on a temporary basis was then Deputy Idaho Attorney General Ron Howen, who as a U.S. attorney prosecuting the original Ruby Ridge criminal trials several years earlier had been fined by U.S. District Judge Edward Lodge for manufacturing physical evidence purportedly from the crime scene.
Bottom line is that there appear to be limits to federal immunity, but the case law is not (yet) well established.