I always found that interview to be odd as well.
The only other piece of infomration that I've wondered about was where Oswald was reported to have been seen in the break room by the police officer who rushed to the 6th floor.
Plus the issue of Ruby killing him. It's just not all there. I would say he was involved or played out in some way, but I don't think he was the only one. Regardless of where the shots were fired.
Its the look on his face, When he goes to the interview room, its not often shown. When he ask everybody to please help me.