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
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!