Well... The Embassy is American Soil. So the FBI would be investigating that. However, the building Stevens was being escorted to was a safe house. IIRC, the AQ Swat Team hit his vehicle and a second escorting vehicle, killed him, then took his body to the safe house. After tearing it up, other sympathetic locals 'found' the body in the safe house and took it on a parade through the streets (I mean, to the hospital). The 'swat' team disappeared into the night, having destroyed any info that would compromise the flow of money and arms. The trail was nipped in the blood, and the coordinated staging of protests across the Middle East and Europe was a planned cover.
This is my opinion based on a fairly thorough reading of the tons of articles, the videos, the statements from here, and the statements from over there, and threads here on FR, and merged all the bits and pieces that 'fit'. (which may not mean squat)
Is it the 'truth'? Doesn't matter, the proof is gone. For now. This particular group isn't the only one that have or are being supplied with 'support' by our 'government'.
So you think Stevens didn’t die of smoke inhalation in the safe house but instead was killed on the way there?