The rapid growth of large data-center (DC) loads is creating new challenges for power-system visibility, privacy, and cyber-physical security. System operators need accurate short-term information about these fast-varying loads, while DC operators may avoid sharing raw megawatt measurements because they can reveal sensitive workload and utilization patterns. This paper presents FedGuard-DC, a federated learning (FL) framework for privacy-preserving DC load forecasting and local false-data-injection attack (FDIA) detection. Each DC trains a dual-head model on its own measurements, where a shared encoder supports both a forecasting head and a reconstruction head. A calibrated anomaly score combines forecast residual and reconstruction error to detect corrupted measurements locally. Raw measurements and absolute MW demand remain at each DC, while only model updates, normalized forecast outputs, and scalar attack flags are shared with the global controller. Optional differential privacy and robust trimmed-mean aggregation are included to evaluate privacy-utility behavior and poisoned-client resilience. The framework is validated using phasor-domain simulation data from four large DC loads rated between 150 and 350 MW integrated into the IEEE 39-bus New England system. Results show a 0.5 s-ahead normalized forecast RMSE of 0.023-0.038 pu, compared with 0.32-0.34 pu for persistence. FedGuard-DC detects FDIA with ROC-AUC of 0.979, F1 = 0.930, and precision of 0.988, while robust aggregation reduces the poisoned-client RMSE impact from 0.042 to 0.035 pu.

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