Sorry to hear that you didn't get the job. That really does suck and I've been there. I'm not sure about the legal repercussions or lack thereof.

I've been in late stage interviews and got denied. So it's not uncommon.

RE: asking one of your interviewers.

I'd say it's fine to try and ask the interviewer if all you don't have an email contact you can ask. Just be straightforward but do not be abrasive in anyway.

I would just say, "Hey thought I'd reach out to see what I could've done / said different in the final interview. Thanks!"

Also, it's a super shitty reality that we just get to take it from employers after going through that rounds of interviews. It really bites to lose that all that time for (pretty much) nothing.