Oswald is a strange guy. I think if you made up a character like him people might not buy into your story. I think in the end he isn't unlike other strange folks who are in one way or another looking to belong somewhere and unable to find it. He had some sort of connection or attempted connection to just about anything tangentially related to what he thought his politics were.

remember Paul Graham tweeting a few years ago, of all the conspiracy theories, the Kennedy Assassination is probably the most likely to be true.