McVeigh's connection to Elohim City is well-known and no one really questions it. Ditto for the fact that the government had agents on their trail, who may or may not have known anything and may or may not have screwed up.
None of that means there can't be a connection between Iraq and OKC. Why do you think it does?
Common Sense.
The common denominator for contact between those who McVeigh did business with was gun shows. Not a real hot-bed of anti-US activity for foreign nationals.
The *real* case made against McVeight and Nichols involved those tangible elements like phone records, receipts for materials AND arifacts that linked Nichols to a break-in at a quarry for some materials.
FIND for us some critical 'element' that was supplied by somebody else (group or individual) that McVeigh needed for his bomb and maybe, just MAYBE some linkage could be made to 'another group or groups'.
LACKING those material elements that could 'link' McVeigh to other groups you are reduced to continual hypothesizing replete with conjecture *without* any supporting evidence.