Based on the number of people who are absolutely certain he wouldn't be involved, the circumstantial evidence suggesting he wasn't, and the lack of any solid evidence that he is, I think the smart bet to place is on this being Swatting.

In other words, AlphaBay goes down, FBI analyses information and determines Mr. Redacted was responsible for Kronos. They arrest him, and in interrogation, he decides to blame someone else for anything they can't actually prove is him directly.