Federal law does provide civil liability immunity if the report is made in food faith. But federal law on this is limited to crimes that took place on federal land or federal buildings.
If you mean would the immunity from civil liability still apply in federal court? There are two ways a civil trial would be handled in federal court. One is if there is a federal question or the federal court is a party to the case. The second is if there is a dispute in citizenship, if the plaintiff and defendant are citizens of different states, and the value of the controversy is over 75000. If it is the second option, the court will generally rule in like manner of a state court in the plantiffs state, though the court wouldn't make a ruling that would be out of line of the federal rules.