Actually, you're right, they did. Almost everyone of McVeigh's associates had some kind of informant relationship with the Feds except McVeigh, and there are some odd relationships that suggest that he too may have had informant status of some kind or other.
The great difficulty in trying him was not finding witness who had seen him preparing the blast, there were well over a hundred of those. It was finding witnesses who saw him not accompanied by those other associates.