I personally think that Lee despises Casey. No way would he do anything that would cause him to spend anytime in jail because of what she has done.
I think that Lee was just trying to find out the truth to help his parents. I also think that Casey may have told something to Lee and he did relay this to the FBI, maybe not OCSD, but certainly to the FBI. My thought is that he is trying to get his parents to cooperate, and so he hired a lawyer because once the body was found, he knew that their cooperation would be just as important as his. Lee is asking for immunity simply because he is trying to convince his parents its the right thing to do, and to keep that pressure on Casey that the thought of him being charged just may get her to tell the truth.
I truly hope that Lee is the one who stands in court and is able to stick it straight to the heart of his sister for what she has done.
I don't know why I feel this way, or why I think he is so innocent. I guess its because I have a brother, and I would certainly fake it to him, and go right behind his back to do what is right for his daughter and son.