I doubted that myself but it's totally pukka.
NewsWorld
`I'm a prisoner of war' says McVeigh
OKLAHOMA: American right on the defensive as chief suspect refuses to co-operate with FBI
Phil Davison
Tuesday 25 April 1995 23:02
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They showed him pictures of the bloodied babies but the man accused of inflicting the carnage remained stone-faced. "Timothy James McVeigh, Sergeant, United States army, i.d. number ... I am a prisoner of war," he is reported to have responded to FBI investigators.
A week after the bombing now believed to have killed 286 people, the most hated man in America is unwilling to co-operate and shows no sign of remorse, according to FBI sources. A decorated Gulf War infantryman, who served for a time as a bodyguard for the Desert Storm commander, General Norman Schwarzkopf, he apparently sees himself as a foot soldier in a war between the American people
https://www.independent.co.uk/news/world/i-m-a-prisoner-of-war-says-mcveigh-1617094.html��