My name is ***** ***** I am an experienced criminal
Federal prosecutions are very expensive and as a result, the Federal government leaves the simple cases to individual states. They get involved in large scale conspiracy
cases primarily. They are not looking just to prosecute one person but to shut down a larger operation. So the Federal government casts a very wide net when they investigate and use one person to get to others, and then to others, and to others. Then they prosecute the whole lot of them for conspiracy to commit the offense. Some defendants will have their cases dismissed and others will face significantly lower penalties than the principals involved, but this is how they operate.
They have no duty to protect anyone they believe to be involved in criminal activity, whether that person knew he was under investigation
or not. The way to go after the agency, if I understand your question correctly, would be to hire a lawyer and fight the Federal charges. There would be no suit.
If charges were dismissed and you are asking whether you can sue the government for false arrest
/malicious prosecution, yes, you can. But whether you'd prevail would be an entirely different matter, because if the government could show probable cause
for the arrest -- a reasonable belief that the defendant was involved in criminal activity -- the suit would fail.