Facebook has confirmed that it received requests for info from the agencies and said in a statement: "We are cooperating with officials in the US, UK and beyond. We've provided public testimony, answered questions, and pledged to continue our assistance as their work continues."
The Washington Post says the feds are currently focused on finding out what Facebook knew about Alexander Kogan's activities three years ago, what data was collected exactly and under what conditions. They also want to know why the social network didn't notify authorities and the public if it knew anything. Kogan was the researcher who created the thisisyourdigitallife app that collected the data sold to Cambridge Analytica.
In addition, the investigators are looking into any discrepancies in the more recent stories told by people involved, including Mark Zuckerberg's testimony when he faced Congress. Details behind the investigation remain murky though, and we'll have to wait for more info to find out whether the agencies are filing charges or slapping Facebook with penalties.