Yes, "Feds" are American federal agents. Is anyone saying that they aren't called that? Since this isn't a federal system here and no agents/authorities are officially called "federal" anything here, when it's used to call British police (whose counterparts wouldn't be called "feds" in the US), it's got a different feel to it. And it's come to mean any sort of authority here, police or otherwise, which again is different than its use in the US. But it might cross over to the US and begin to mean more what it does here.