How are the ethical challenges faced by civil investigators different from other agents of the state? What are some of the ethical challenges faced by both groups of investigators?

Frankly, I don't see how there could be any difference.
Whether the investigation is civil or criminal, all investigations should be conducted in the interest of honesty and integrity.
Are you witnessing anything different?

The one difference a civil investigator is hired by one party or the other who wants to prove their side correct. So their client has a vested interest in the answer being a certain way.
So for one, always get paid up front, since you maynot get paid if your answer is not the one that the client wanted.