The St. Paul Police Dept. has opened an investigation after anti-ICE protesters crashed a church service ... and Don Lemon may be ensnared. St. Paul police tell TMZ … the department is actively working the Sunday incident as a disorderly conduct investigation. Due to the open case, police declined all other questions ... including whether Lemon was exempt from the investigation. The DOJ said Monday an investigation had been opened ... and hinted that Lemon is part of the probe. Police tell TMZ