Sorry I didn't see this before you had to leave; but being a freeper, I suspect you'll find some way to check in :)
IIRC, the LEOs believed the "package" intercepts referred to bombs for blowing up bridges and tunnels--which I would take to be conventional. (Why bury your radiation?) But they certainly could apply to dirty bombs or nuclear devices.
The impression that I got from the news blurbs about the manhunt for that operative was that the authorities suspected he was some kind of organizer/supervisor, probably delivering instructions to various cells.
But your post brings up a couple interesting possibilities. He could be a specialist sent to check out/maintain/arm a device. Or, as you mentioned, maybe he just brought the keys to the rig and took the drivers to where it was hidden. These two were hardly geniuses, so it would make sense that whoever procurred/supplied the device would want to maintain tight access to it, as well as very tight operational security. Very few people would know of its existence, and even fewer would know of its location.
I also suspect that these guys may have been given this assignment at the last minute. Not knowing about the diesel and possibly making a wrong turn, as somebody pointed out, suggests they were not part of a well rehearsed team.
I wouldn't let this spoil your trip to NY. We're all just speculating and connecting dots that may not connect at all in reality. And even if we find out that they do connect, we've got no idea where they are going. Contrary to what New Yorkers think, we have several important cities--few of which are likely to be protected as well as NYC.