Legal Question in Family Law in New Mexico

No. You are required to answer the questions and produce the documents if you reasonably can do so. If you fail to answer/produce the court can be asked to sanction you (for example, you could be held in contempt). You can also put together your own interrogatories and requests for documents. Actually the rules of court in domestic relations cases require everybody to produce all the documents anyway, so usually these kinds of documents aren't necessary.