We don't know how much they did, but we do know that no criminal charges were filed, terrorism charges were expunged from his record, incriminating evidence was returned to him, Loay Bayazid was (sooner or later) released and eventually allowed to flee the country, and Khalifa himself was extradited and eventually freed. Contemporaneous news accounts indicated he was in solitary confinement but his lawyers never indicated he had been interrogated about anything except the Jordan charges.
I am still pursuing detailed information on exactly what sort of interrogation and investigation actually took place. But that's a damn sight harder to dig up. Peter Lance indicated in his book that no interrogation took place at all, but I think that probably needs to be double-checked because I just can't believe they were that foolish, given the interest in him at the time.
jmb