I think (in the movie) Brasco said that even if it was a Federal boat, that it did not appear that the F.B.I got anything on them as consequence of their usage of the boat.
Notice though that after they've snuck up to Bruno's boat and pulled the plug Left is behind Donnie pointing his gun at him. To me that's saying Lefty has doubts about Donnie and that:
A - Left is going to shoot Donnie if he doesn't clip Bruno cause he knows a fed can't be a part of murder and this will prove it if Donnie doesn't do it.
B- He knows Donnie is a fed and even if he does clip Bruno he's gonna clip Donnie and then the feds will have a mess on their hands with a dead agent and a dead gangster that tests will show Donnie shot.
That's the movie of course, can't exactly remember but pretty sure it wasn't all that dramatic when they pulled Donnie out from undercover in real life.
