States fight the federal government all the time. It's practically a primary function of any solicitor/attorney general if only because the federal government of the only other 800lb gorilla in the state

It’s unlikely, yes, but in the context of a battle between the executive branch and a state (over some question of rights) then it’s plausible. Depends on the state, why the information is being requested, and what’s going on in politics.

State powers are a check on the federal government (10th Amendment). States need to assert those powers to keep them.