I've looked, but have not been able to find, any indication that the NY AG waived the ability to bring criminal charges against Trump, Trump, Jr, et al, for fraud, etc.. Remember, this as a civil suit, not a criminal case. If anybody has seen an immunity provision, I would like to know. If Trump did not get that, it will not turn out well for him, because he made a LOT of admissions as part of the settlement.
https://ag.ny.gov/press-release/2019/ag-james-secures-court-order-against-donald-j-trump-trump-children-and-trump