I don't think it was curtain rods either.
We will never know, I fear. I've always considered it possible that Oswald simply used the curtain rods story so he wouldn't have to tell a 19 year co-worker that he was really going to make up with his wife.
Once you conclude that the rifle wasn't in the bag, the entire narrative of Oswald storing a rifle in Ruth Paine's garage becomes even more questionable than it already was.
I agree that Oswald wouldn't tell Frazier he was trying to make up with his wife and, certainly judging from Marina's testimony, this appears to be the reason for him to be there.
However, why does he need to do it on the Thursday, why not wait until Friday and spend the weekend with her. Maybe he wanted to leave money with her as he did before the Walker incident.
The same is true about curtain rods - there is no clear reason for him to break his usual routine to collect curtain rods. But it appears Oswald does collect something as he shows up with a long package Friday morning.
If the above analysis of the bag is correct then he cannot be carrying a rifle. To be honest, I think it's too small to carry curtain rods (and I don't see the point of going to the trouble of constructing the bag in order to transport a couple of curtain rods).
As you say, we can never really know what is actually in the bag but I can't even come up with a reasonable guess as to what it might be.
From Marina's testimony and the 'blanket gun-case' in the garage, I feel fairly confident Oswald had a rifle, that he was storing it in the garage and that it was no longer in the garage after the assassination.
I am a lot less confident Oswald carried the rifle (or curtain rods) to work that morning.