Is it wrong? Yes. Was it smart? No. But is it illegal? No. There is no legally protectable right to confidentiality under the circumstances you describe. Try to work these issues out with the assistance of human resources. It may be the only avenue of recourse you have.
They say you get what you pay for, and this response is free, so take it for what it is worth. This is my opinion based on very limited information. My opinion should not be taken as legal advice. For true advice, we would require a confidential consultation where I would ask you questions and get your complete story. This is a public forum, so remember, nothing here is confidential. Nor am I your attorney. I do not know who you are and you have not hired me to provide any legal service. To do so would require us to meet and sign written retainer agreement. My responses are intended for general information only.
If you told the auditor that your manager was discriminating against you or others and your manager retaliated against you then it may be illegal retaliation. Or if you reported illegal behavior in the workplace then it might be illegal retaliation. However, If you told the auditor that your manager was not a good manager then it probably is unfair to discuss what you said but may not be illegal.