She was granted immunity for testimony. Had she testified, instead of willfully ignoring the court, she would not have been held in contempt.
She claimed a lot of legally nonsensical things on stand so I'm not sure any of it passed any scrutiny. It certainly didn't with the judge.
https://www.washingtonpost.com/local/public-safety/chelsea-m...
Either way, with immunity granted, there's no Fifth Amendment peril there.