Unless Palantir has code that overrides US laws (the US CLOUD act specifically), they are a US company and there is zero protection from anyone in the US that has (secret or not) subpoena power. Yes, secret subpoena power exists. That includes the NSA, Congress, police, investigative judges, US youth services (yes, really), state legislatures of all states, including some territories, the White House and thus Trump, the list goes on and on and on and on.

Including organizations like NSA and CIA that have already shown they use these powers, classify everything secret, while lying about it even to the US Congress.