Edwin Lopez was a research investigator for the House Select Committee on Assassinations. In this clip from the 1986 docu-trial, "On Trial: Lee Harvey Oswald", Lopez testifies that his investigation concluded that Oswald had NOT visited the Cuban Consulate and the Soviet Embassy in Mexico City and found that the CIA had the capacity to fake photos and IDs.
In the documents Clinton received from Russia there is a single page about how to talk about Mexico in which they are told to simply agree with the events as told in the press. Once they did that, any Russian spoken to would have to have the same story and support the official line. I do think you'll find McCoy's work interesting and really the only attack on JJA's faith in the man.
[Handwritten number: 721 Top Secret. Copy no. 2 Appendix 2 Draft
MEXICO TO THE SOVIET AMBASSAD