In his 2012 book "Killing Kennedy, the End of Camelot" O'Reilly wrote this, (page 300):

In March of 1977 a young television reporter at WFAA in Dallas began looking into the Kennedy assassination.  As part of his reporting, he sought an interview with the shadowy Russian college professor who had befriended the Oswalds upon their arrival in Dallas in 1962.  The reporter traced George de Mohrenschildt to Palm Beach, Florida, and traveled there to confront him.  At the time, de Mohrenschildt had been called to testify before a congressional committee looking into the events of November, 1963. As the reporter knocked on the door of de Mohrenschildt's daughter's home, he heard the shotgun blast that marked the suicide of the Russian, assuring tht his relationship with Lee Harvey Oswald would never be fully understood.
By the way, that reporter's name is Bill O'Reilly.

The late Gaeton Fonzi, a lead investigator for the House Select Committee on Assassinations (1976-78) wrote this in his 1993 book "The Last Investigation" (Kindle location 3712) :

It was early on March 29th 1977 when I went looking for George de Mohrenschildt in Manalaplan (Florida). the house was hidden behind a barrier of high hedges....As I got out of the car, a young woman emerged unexpectedly from behind the building....."I'm looking for George de Mohrenschildt." "He's not in at the moment. I'm his daughter, Alexandra, may I help you?"....she added...he was certain to be home in the evening....my only credentials were old business cards which identified me as a staff investigator...she took it........I had found George de Mohrenschildt. About 6:30 that evening I received a call from Bill O'Reilly, a friend who was a television reporter in Dallas. "Funny thing happened" he said. "We just aired a story that came over the wire about a Dutch journalist saying the Assassinations Committee has finally located de Mohrenschildt in South Florida. Now de Mohrenschildt's attorney, a guy named Pat Russell, he calls and says de Mohrenschildt committed suicide this afternoon. Is that true?" Less than a minute after I was hit by that report, my telephone rang again. It was Palm Beach State Attorney Dave Bludworth calling. He said my card had been found in de Mohrenshildt's shirt pocket."

CNN also reports another fact that contradicts in O'Reilly's written account:

.....Another possible red flag in O'Reilly's account: An Associated Press report at the time quoted a member of the Palm Beach County, Florida sheriff's office who said that de Mohrenschildt was home alone at the time of his suicide "except for two maids who said they did not hear the shot." ...

So Bill O'Lielly not only lied that he was in Florida,  he lied that he "sought an interview' with de Mohrenschildt, he lied 'traced' and was at the de Mohrenschildt house at the time of the suicide, and he lied that he heard the shotgun blast.