I know that people often dismiss plot questions in Hitchcock films, saying that Hitchcock didn't care about the plot and neither should we. Still, when I see a celebrated film and don't understand the plot, I do always wonder whether I've simply missed the point.
The assassin kills the real United Nations diplomat with a knife, apparently to precipitate Rogers's arrest for murder. At the auction, Roger deliberately gets picked up by the police to thwart Vandamm, and then tells the police that he's the killer from the United Nations. Why do Leonard and Vandamm sometimes want Roger in police custody, and sometimes not want this?