IANAL
It's a civil proceeding not a criminal proceeding so he would not be incriminating himself.
He could argue that by answering he would be admitting crimes and opening himself to criminal liability. But there's a possibly they give him immunity and that route is taken away.
IANAL either but I'm not sure anyone involved in the civil case would have the power or authority to grant criminal immunity (perhaps up to and including the judge, at least local to me the civil judges do not do criminal cases - there is no overlap).