The Grand Jury convenes to see if there is any probable cause to bring an indictment of criminal charges against you. The DA or Federal prosecutor could fail the first time in front of a GJ, but get you the second if more evidence appears. See the link for an example below. What is the basis of your lawsuit?
Grand juries do not rule on guilt or innocence; they are merely to determine if probably cause exists to support an indictment and thereafter a trial. Just because they failed to indict does not preclude the prosecutor from bringing additional evidence at a later date. In answer to your question directly, police and prosecutors are generally immune from civil suits regarding arrests and prosecution. In your case, the system worked as it was designed.
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