He was tried in a Fed Court, not a state, I don't know all the procedures with that court .. what I remember is he wanted to be executed and he instructed his lawyers not to fight it. It was delayed because some information was found and not given to his lawyers during the trial. So Ashcroft delayed the execution till it was cleared up.
Now, yes I do believe there is more to the story of OKC bombing .. but what I don't think is of dispute is .. McVeigh drove the truck there .. set off the bomb and killed all those people
And no I don't think McVeigh would have talked .. but that's just my opinion