That's the elephant in the room, trampling the lone wolf. Imagine if someone had run through downtown Dallas saying, "they're going to shoot Kennedy when he rides by."
Someone knew beforehand.
Yet with all the phones, nobody captured an image of that someone.
There were multiple warnings that JFK was going to be whacked. Not publicly but through FBI informants. Hoover did not even tell the SS or the Kennedys.
The woman was likely just a nut which are plentiful enough in Las Vegas.