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Judyth and Oswald planned to divorce and marry in Mexico after he had done all he could to help thwart the plans of an assassination ring, which he had volunteered to investigate. He believed he would have the help of the CIA to escape after providing information, but instead, due to his Pro-Castro activities in New Orleans, which had been under the handling of Guy Bannister (in order to identify Pro-Castroites in New Orleans), Oswald became the perfect patsy, even though he was on record as having admired John F. Kennedy.
According to Judyth, Oswald volunteered to continue to penetrate the ring, even when he realized his life was in danger. Oswald could only speculate on who organized the conspiracy. He was aware that Mafia, Texas oil moguls, and conservative racists put up money to finance an assassination ring that seemed to include a wide variety of planners and participants. He was kept from learning the identities of the leaders, but expressed opinions that Carlos Marcello (godfather of New Orleans and Dallas) and his Mafia friends in Chicago and Miami, along with anti-Castroites and elements of the Secret Service and CIA, were well able to assassinate Kennedy, if those at the highest levels in government cooperated to allow the assassination to take place for their benefit. Oswald told Judyth he would do what he could to try to get the mission aborted, and that he had others who were going to help him to abort the assassination.
After the assassination of John F. Kennedy and the arrest of Lee Harvey Oswald, Judyth Baker claimed she received a phone-call from David Ferrie warning her that she would be killed if she told anyone about her knowledge of these events.
http://spartacus-educational.com/JFKbakerJ.htm