The honest problem with all of that is that Oswald's visit to Mexico City was in the last week of September, 1963, returning to Texas on 2, October.
Oswald doesn't begin working at the TSBD until 16, October.
The President's visit to Dallas wasn't confirmed until 4, November.
So he had no way of knowing that he'd even have the opportunity to kill JFK while he was in Mexico City, at least not so soon. There would be a long campaign for JFK the following year that would certainly bring him to Dallas or New Orleans.
The big problem for a massive conspiracy in relation to Oswald is the time-line:
Oswald buys the rifle in March, 1963, and received it on 25, March.
On 10, April he takes a shot at General Walker.
This suggests that Walker was his original target.
From that point on the Carcano is with him, or is within easy access from the time he moves to New Orleans, until the time he kills JFK. This suggests that he was looking for a high profile target to kill, but he never gets the chance. He tries to worm his way into a local anti-Castro Cuban group while there, but then they see him handing out FPCC fliers. He gets his tourist card from the Mexican Consulate in New Orleans, and leaves for Texas the next week.
So the questions are:
What was his game in trying to kill Walker?
Was he alone in that act? If not, was it a test-run to show his commitment to the cause (whatever that was)?
His move to New Orleans seems strange until you remember that he was from that area, and would have felt comfortable there. Yet he tries to link up with anti-Castro Cubans AFTER trying to murder General Walker. Why?
While he is in New Orleans a local paper runs a long investigative piece about the Kennedy Administration's ongoing operations to kill Castro, and overthrow his regime.
Bottom Line:
The only through-line between Walker and JFK is that they were both men working to overthrow the Communist government of Cuba, and they were easy targets, with JFK rolling right under Oswald's window on 22, November.
Oswald was just a guy with a rifle, and an over-inflated sense of self.
*Keep in mind that it had been raining in Dallas that day, and had the sun not come out the limo would have had its bubble-top, making it harder to kill the President. That decision was made on the ground when he arrived at Love Field.*