If you change the subject or redirect when someone asks you a difficult question you're not lying. That sort of thing could be called social engineering.
Obscuring information from Law Enforcement is still probably perjury if they find out and can prove you knew
The requests themselves were probably illegal, sidestepping standard procedure as they were. I don't think one could be charged with perjury for refusing unlawful requests. IANAL!
Perjury is for courtrooms after you take an oath. Lying to law enforcement is categorically not perjury.
OK - I'm not sure what the word is, but I think they'd get you for Perverting the Course of Justice in the UK at least