Manhunter #27: Diplomatic Immunity
So before I get back to the matter of the grand jury, how does this affect Wonder Woman's status with regard to diplomatic immunity? After all, the question is asked (although not answered) in the issue itself.
There's a good argument to be made that, in light of the above events, Diana isn't entitled to diplomatic immunity at all anymore. She shut down the embassy a year ago, DCU time, and presumably spent much of the intervening time traveling abroad. Even if closing down the embassy didn't put an end to her formal diplomatic status, the intervening year allowed plenty of time for the U.S. to declare her persona non grata and treat her like a normal visitor henceforth.
Really, though, whether Diana is entitled to diplomatic immunity is really something of a moot point, since Diana doesn't seem to be claiming it. Ordinary, low-level diplomats cannot waive their own immunity; a valid waiver requires the signature of a foreign minister or ambassador. And even if we are to assume that Diana still retains some kind of diplomatic status, she's still the ambassador, not to mention a Princess of her homeland. So she's probably qualified to waive her own immunity.
Based on what we've seen thus far, Wonder Woman appears to be willfully cooperating with prosecutors. She returned to the U.S., she retained a lawyer, and she hasn't simply flown off to another country. All this suggests that she has submitted herself to the jurisdiction of the court, and isn't claiming any privilege of diplomatic immunity.
Outside Reading: Vienna Convention on Diplomatic Relations, 1961