My (Chileanized) Castilian is pretty rusty but I thought your translation was in line with how I read it. Instead of "withhold" I would say "hold onto for myself" ; as in "Retener mis derechos". The broader context seemed to imply preserve the records as in don't delete anything as we investigate, but I can see how it could be taken the other way. In the sentence as written what word would you use in place of retener if you meant to be clear to stop dissemination or publication of the content?
In English too, you can retain something to have it, but you can technically also retain to mean "withhold," in the sense that you are keeping it secure or intact and refusing to divulge it.
Retain in the sense of withhold makes more sense when you're talking about a physical item that can't be duplicated and shared without limit. I don't think I would use it in that sense when talking about data.