I don't see why anyone would find Cox's film to be convincing or interesting. He makes two points in response to Morris. 1) The CIA used umbrella darts to kill people in other circumstances, 2) the man who claimed to be Umbrella Man gave testimony that is seemingly contradicted by the photographic record.
Neither point proves that an umbrella was used in the assassination. As some_guy points out in his comment, the CIA use of darts and umbrellas was far simpler and effective than the fanciful and absurd contraption depicted by the conspiracy theorist. To aim a device like that would be difficult in the extreme, and to hit a moving target would require luck that even Lee Harvey Oswald, who allegedly hit a moving vehicle with a cheap rifle from a 6th floor building, twice, could have hoped for.
What's more, the inconsistent testimony of the supposed Umbrella Man is not necessarily sinister, and certainly proves nothing. It's easy to imagine alternative explanations that are more likely. Perhaps, since human memory is a less-than-perfect recording device, he misremembered.
But for Cox, misreporting your location by a matter of a few yards must be evidence of a conspiracy. Providing no evidence, Cox states unequivocally that "the pair of them were up to something."
Cox's video is an example of the shoddy reasoning, paranoid belief systems and poor editing skills of conspiracy theorists. They don't supply relevant evidence in support of their claims, but instead rely on their readers' and viewers' tendency to link two unrelated bits of information together when those bits make an interesting and compelling story.