FBI personnel were ordered by President Clinton, via memo, to deep-six/ignore all information pertaining to persons of middle-eastern background. The memos were also ordered destroyed on order of President Clinton. The only reason we know about this is because one agent resigned and kept the memo. He showed it to Jayna Davis.
To support your comments, I remember from the trial that the FBI had interviewed several people that had spotted McVeigh downtown minutes before the explosion. Yet they were not called to testify. Seems one job of the prosecution would be to place the accused at the scene. It seems the reason they were not called, was because they placed a third man (the swarthy-looking man) with the two men.