There are many agencies that could be investigating you (local police, sherrif, state police, feds, dea, etc) and all will refuse to disclose details of ongoing investigations.
Your only hope is to find some kind of paper trail, such as a search warrant that was not filed under seal. But there is no guarantee that any investigation of you has a discoverable paper trail. This means that even if you pay someone to find out if you are being investigated, if they find nothing that doesn't mean its not going on.
Best bet - stop committing crimes, skip hiring a PI and save your money for a lawyer.