I hope this message finds you well, present circumstances excluded. As a non-party recipient of a deposition subpoena from an out of state court, you do not technically have to honor that subpoena if the court does not have jurisdiction over you. This court does not have jurisdiction over you.
If the party subpoenaing you feels that your testimony is of the utmost importance, they could petition a court in your jurisdiction to order you to be deposed. This is a pretty rare occurrence but is legally possible.
That being said, it is normally the best practice to make arrangements to be deposed if at all possible. You are permitted to seek reimbursement for your typical hourly rate, plus travel and a per diem for food. You should contact the attorneys that have subpoenaed you before the deposition to request this and give them your hourly rate of pay.
As to Federal Privacy Act and divulging information, you do not have to and are not compelled to answer questions that would breach or release information protected under that law. Moreover, you do not have to divulge information that would be otherwise protected through professional-client privileges. Your client can waive those protections and allow you to address them. However, you will want to get written permission from the client to divulge this information before the deposition. If they will not allow you to release the information, then do not give it. Simply state "that information is privileged and confidential and protected under the FPA and I do not have permission to divulge.
In short, you don't have to go, but if at all possible, it is probably the cordial thing to do. You do not have to divulge otherwise protected or privileged information if you do attend.
Let me know if you have any other questions or comments.
Best wishes going forward.