There is a way to make the evidence fit in regards the curtain rods, that doesn't involve to much contortion to do so (but is alas now unprovable)
Oswald gets up to go to work.
He has a lunch made by Marina but Marina is still n bed.
The lunch is in the fridge and not bagged.
Oswald does not have a bag.
Being a poor person, Oswald retrieves a bag from the garage for his lunch, not to fussed about the size or type, just wants something to carry lunch.
This bag had curtain rods in it which he removed and placed his lunch in.
Puts oversized lunch bag in car.
Frazier asks Oswald about the bag, Oswald miss hears or misconstrues the comment to be about why the bag is so big, or what it used to contain.
(It is an unusual size for a lunch bag, and placing his lunch in a bag that used to have curtain rods is unusual. He maybe was originally going to take the curtain rods but decided against it an used the bag for his lunch.)
He mentions in an oblique way about the curtain rods to Frazier. Frazier took this to mean there were curtain rods in the bag.
Keeping in mind Oswald was likely emotionally churned following his conversation with Marina and his decision to leave the wedding band and money, and his reported lack of communicative ability in general conversation or small talk. (eg Geneva Hines comments)