I wouldn't mind seeing your rationale for 'leaning yes'. Also, I would never have figured you as a conspiracy theorist.
Why would Al Qaeda teaching if not possibly funding some nutty ass white supremacists be considered a "conspiracy"? Their may have been a third bomber who was never caught and its' been discussed that McVeigh may have travelled overseas to majority Islam nations.
Without any actual proof of that, I'm still going to label it a nutty conspiracy theory in the vein of "Bush planned 9/11". I've bolded some words in your post to emphasize what I mean.