Reflecting on the final episode of the OA, in which French enters Prairie's house while her family are staying at a motel, to search for clues to her whereabouts.
He discovers four books - a book on Russian Oligarchs, Homer's Odyssey, a book about angels, and one (I believe) about NDEs.
When he finds these he is crestfallen and believes that he and the other four have been taken for a ride. He enters the bathroom, where he hallucinates that he is Homer.
Then, upon leaving, is greeted by the FBI Agent, who seems to comfort him rather than berate him for breaking & entering.
Now this could say that the FBI Agent never believed Prairie's story, and believes her to be a very vulnerable individual who has cooked up a story to explain an otherwise vague traumatic event. He is grateful to French for believing in Prairie and giving her somewhere to offload grief.
I started wondering: Why was he at the house? In the middle of the night, when no one's home?