The officers, one serving and one retired, refused to answer questions when interviewed under caution as part of a criminal inquiry by the Independent Police Complaints Commission (IPCC).
The investigation, launched in the wake of allegations that police spied on the family of murdered black teenager Stephen Lawrence, follows a referral from Humberside Police in which it admitted having “information to suggest” Mr Alder’s sister Janet, and another person, were placed under improper surveillance during his inquest in 2000.
An investigation update, seen by the Yorkshire Post, says the serving officer, who is understood to have been in charge of the operation on July 28, 2000, “provided a prepared response at the beginning of the interview and then no-replied all questions asked of him”.
The retired officer, who left the force in 2010, was acting superintendent at the time and is believed to have authorised the surveillance.
“He also provided a prepared response at the beginning of the interview and then chose not to answer the questions put to him,” the report said.
Asked to comment on their refusal to answer questions, a spokesman for the IPCC said: “Reluctance to assist fully an independent inquiry by providing best evidence has the potential to undermine public confidence in the police.”
Miss Alder, 51, said she had still not been told the nature of the surveillance, adding: “This was the death of my brother at the hands of the same force that has been surveilling me.
“The only respect they could show me while I was sitting at the inquest, which was already a tense and taut time with the video of his death being played, was to treat me like a criminal.”
Soon after her brother’s death Miss Alder claimed she was followed by police, had her phone tapped and her mail interrupted.
In his 2006 review of the Alder case, the then chairman of the IPCC, Nick Hardwick, said he was not aware of any evidence to support her allegations.
The latest probe was launched in July after the Home Secretary asked all police forces to check their records for evidence of surveillance relating to the racist murder of Mr Lawrence in London in 1993 and the subsequent Macpherson Inquiry.
This followed claims by former undercover Metropolitan Police officer Peter Francis that he was tasked with gathering intelligence with the aim of smearing the Lawrence family’s campaign for justice.
Humberside Police said it had no evidence of this, but its searches revealed evidence of surveillance of Miss Alder and another person during the inquest at Hull Crown Court.
Mr Alder, 37, died on the floor of the custody suite in Queens Gardens police station in Hull on April 1, 1998, with his trousers around his ankles and his arms handcuffed behind his back.
The jury at his inquest found he had been unlawfully killed.
His body was discovered in a mortuary in November 2011 – 11 years after his family thought they had buried him. Grace Kamara, a 77-year-old Nigerian woman, had been buried in his grave.
A 17-month South Yorkshire Police investigation into the burial scandal failed to determine how the bodies were exchanged, or who was responsible.