Katherine Anne McCloskey told the Pittsburgh Post-Gazette that she and Seamus Johnston wanted to make statements to the grand jury, and spent the morning "waiting for the judge to issue a warrant and an affidavit of probable cause."
Johnston told reporters that a federal judge in downtown Pittsburgh told him she would appoint a lawyer to represent him at a contempt hearing, and that the judge ordered him to supply a handwriting sample and be fingerprinted.
"The probable cause and the motion itself are under seal," he told the newspaper. "She ruled that I am supposed to do something and I am not even allowed to see the order."
McCloskey later emerged from a hearing before the judge and said that she had agreed they would both provide fingerprints and writing samples after receiving assurances they would not be charged with contempt of court.
The Pittsburgh Tribune-Review reported Saturday that the couple had been questioned for three hours by investigators and told they were considered "persons of interest" in the matter.
The Tribune Review said McCloskey, 55, was born a man but lives as a woman, and Johnston, 22, who was born female but lives as a male and is undergoing hormone treatments.
McCloskey said the Johnstown couple brought computers with them at the FBI's request, but were not asked to relinquish them.
"We didn't do it. We had nothing whatsoever to do with the bomb threats. We think they're despicable," McCloskey told the Tribune-Review on Tuesday. "We think the person or persons who did them need to be caught."
She told the Tribune-Review they believe Pitt officials told federal investigators about them because of the ongoing legal dispute between Johnston and the university.
"We want to testify," she told the Post-Gazette. "They won't allow us to testify before the grand jury. ... This is an exercise in harassment."
No bombs have been found during the string of threats in recent months. The latest came Tuesday afternoon, when two buildings were evacuated.