In "Marina and Lee", Marina said that unlike previous major events in his life - the attempt on Walker, the visit to the US Embassy when he decided to return to the US, the decision to travel to Mexico City to defect - where Oswald showed nervousness beforehand ("convulsive anxiety attacks") that prior to the assassination she saw no similar signs of anxiety or tension. He seemed normal.
Priscilla Johnson concluded that this absence of anxiety or nervousness likely indicated that his decision was made at the last minute, that instead of retrieving the rifle on Wednesday or earlier or taking his revolver from his rooming house, that it was spontaneous, not planned much in advance. Marina saw no anxiety apparently because he hadn't decided to act until the last few days.
From this account it seems that his actions caught her by complete surprise; that is, she saw no dots to connect. On the other hand, she only saw him on weekends so maybe it was there but she didn't see it.
Passage from "Marina and Lee":
