Grimes and Azealia Banks have been ordered to retain all Twitter, Instagram, and text messages concerning Elon Musk. If you recall, Azealia Banks publicly aired Musk's dirty laundry without giving him any prior notice. The messages exchanged with Grimes were posted weeks, hours, and moments before Azealia turned up on Musk's estate at Grimes' request.
The court-ordered subpoena doesn't implicate Grimes on a criminal level, because it was Azealia Banks and only Banks who made private matters public. Elon Musk's attorneys filed the request as means of proof in the class action suit filed by the SEC for market manipulation, on the basis of a Tweet he published in August (see below).
Sometime after the Tweet was published, Azealia told her Twitter audience that Musk administered the "420" after he'd been introduced to wonders of marijuana by his on/off partner Grimes. Musk's response to those claims was to delegitimize Azealia Banks' reputation a whole other level, by threatening legal action.
Definitive action was taken to prove his point: Musk would aptly demonstrate his inability to smoke pot on the Joe Rogan podcast, a video that went viral in a matter of hours if not minutes. By all accounts, Azealia Banks is prepared to comply with anything abdicated in the court of law. May this serve as a lesson in confidentiality, for all those who derived enjoyment out of this messy debacle, several months-in-the-making.