In order for Oswald to say “I’m just a patsy” tells me he knew what was going on. He had been seen in the company of Carlos Marcello so I suspect he knew about what was going on.
Another enduring CTer myth! In full context, Oswald said "They've taken me in
because of the fact that I lived in the Soviet Union. I'm just a patsy!" He is making a rush to judgment claim that he has been arrested due to his political affiliations. Not because he is claiming to know anything about a conspiracy. And, of course, his claim about the Soviet Union is complete bunk because none of the arresting officers even knew his name at the time of arrest much less that he had once "lived in the Soviet Union." Just another of Oswald's lies to make himself appear the aggrieved victim.