Once a Catholic always a Catholic ... many people have "dead-bed" conversions or coming back to their religion. But if you are baptized Catholic it cannot be taken away from you. That's why a priest gave him the Last Rights at McVeigh's request. (BTW, I am a Catholic although it had no bearing on this answer per se).
Ok look, try to focus on what is important in this discussion. When we try to characterize someone's motives (whether they are on the left or right, whether they are an Islamic fundamentalist or an atheist humanist communist...) we are not interested in what religion their parents were, per se. This is not a genetic investigation. It is an ideological one.
For example: John Lindh was an Islamic extremist, in thought and deed. Therefore, that is what is important in evaluating his motives and actions, and learning from them whatever lessons we might learn. It is not important, from this point of view, that his father was a nominal Irish Catholic or that his mother flirted with Buddhism (except to the extent that this circumstance may have contributed to his infatuation with Islam).
Now then, to McVeigh. Once again, when analyzing who McVeigh "was" (i.e. religion, ideology...) it is not all that informative to just go look up who his mother was. We are interested in what McVeigh himself actually believed. So you can see that your idea that once someone is born a Catholic, they're always a Catholic - while for all I know may be technically true - doesn't help us.
We are trying to examine what McVeigh believed during his life, not which religious identity he was tagged with at birth. Why? Because to some extent, it may be possible to blame his ideology/beliefs for what he did. (By contrast, it is not possible to blame "Catholicism" for what he did merely because he was born into a Catholic family.)
Now then, what were McVeigh's actual beliefs? Well, he was a neo-Nazi involved with a white supremacist commune in Oklahoma which called itself "Elohim City" and had many pseudo-German-pagan beliefs. It appears to have been his involvement with "Elohim City" which got him mixed up in the bombing.
Another way of saying this is that Tim McVeigh, the guy who bombed Oklahoma City, was not a Catholic. Just like everyone has been explaining to you.
By this logic Martin Luther and John Calvin can be described as Catholics. I don't think so!!