Neo had nothing to hide when he appeared before the L.A. County grand jury, which is hearing evidence on the death of Celeste Rivas ... we've learned he never pled the 5th.

Sources with direct knowledge tell TMZ ... Neo answered all the questions posed by L.A. County D.A. Beth Silverman, who is presenting evidence to the grand jury.

TBH ... it seemed to us he took the 5th, because he only appeared for 40 minutes. And remember, Silverman had him arrested in Montana and hauled back to L.A. because he had failed to appear and testify. In addition to that, law enforcement sources were suspicious that Neo may have accompanied D4vd on that mysterious, middle-of-the-night trip to a remote area of Santa Barbara last Spring. Our sources now say Neo was not in the car. And there's more ...

We're told Neo made it clear to Silverman and grand jurors that he had no involvement in Rivas's disappearance. What's more ... our sources tell TMZ ... Neo has no relevant knowledge of Rivas's death or D4vd's possible involvement. This is somewhat puzzling ... on the one hand, he only testified for around 40 minutes. Silverman has been a pit bull with witnesses, grilling D4vd's manager for nearly 2 days. By letting Neo off the stand after only 40 minutes ... it suggests he didn't know much, if anything.

On the other hand, Neo posted this on his Instagram Close Friends Story ... "There is more to the story than what's on the news." That suggests he knows something.

One thing seems clear ... he's done with his formerly close friend D4vd, who is the prime suspect in Celeste's death, calling him a "di*khead" in his Insta post.