Against the advice of a lawyer, Mr. Rhodes spoke freely with the agents about the Capitol assault for nearly three hours, he said in an interview on Friday. Mr. Rhodes said that he denied that he or any other Oath Keepers had intended to disrupt Congress’s certification of the Electoral College vote — the chief accusation the government has lodged against 16 members of the group who are charged with conspiracy. He also said he told the agents that members of his militia went into the building only after they had heard that someone had been shot inside and wanted to render aid. (A New York Times visual investigation of the events of Jan. 6 did not find evidence of Mr. Rhodes’s claims.) “I did express frustration that some of my guys went in,” Mr. Rhodes said, noting that he told the F.B.I. that those who breached the Capitol had “gone off mission.” But then he quickly added, “There were zero instructions from me or leadership to do so.”