WMG / The OA

The FBI Agent knows the nature of HAP's experiments and is trying to cover them up

French doesn't question it because he's relieved to not be in trouble, but the FBI agent is found wandering around the Johnson household in the dark making his presence there just as suspicious as French's. The books found under OA's bed seem to conveniently discredit her stories, but they are all written books and not braille and it does not seem like the OA had much time to acquire them after returning home. It seems likely that this is evidence that the FBI agent planted deliberately to discredit the OA and cover up her stories.

It's also noteworthy that (a) the OA never comments on the books being missing, though she's seen wearing the sweater that was on top of them so would certainly notice, and (b) the books are the same sort of half-assed debunking as the FBI "counsellor's" attempt to explain away the OA's prophetic dreams (sure, she might have intuited that she was in danger, but that wouldn't have told her the exact nature of the attack). Probably the plan was to have someone like the police find the books and publicize it, and French stumbling on them so he could take them direct to her followers was pure luck.

This also explains why HAP never gets caught, even though when taking Renate he leaves a trail like an elephant in a cornfield. (Not to mention all the fingerprints and DNA he left at the other researcher's lab.) Further guess: some VIP in search of immortality is funding HAP (he couldn't build a mad scientist's lab on a retired anaesthetist's pension,) so the FBI are stuck with covering up his blunderings.

Which in turn explains why the boys can't find evidence of OA's stories online, even though OA was able to find Homer's story online when she came back; someone has been cleaning up online as well.

OA and company will go to the Stranger Things upside down

It's possible they exist in the same multiverse. Both shows deal with a multiverse. Hap would be from the same company that took Eleven. As for the thirty-year difference, they travel through dimensions so traveling through time isn't unreasonable.

The books do belong to OA. She has them because they remind her of what happened.

The books aren't Braille so she got them after returning to Crestwood. A book on angels? A book written by someone named Homer? A book on Russian politics? While the House Crew may see them as evidence her story is made up, OA sees them as something to ground her. She tells Rahim that ever since getting back, it seems like it never happened. That's what the books are for.

The Oligarchs to remind her of her childhood in Russia. The book on angels (can't recall what that one was) to remind her of what she is. The Iliad because she wants something tangible to help her remember Homer.

They are mostly unread not only because she doesn't really have the time, but because that's not their purpose. She just needs to have them there, not necessarily read them cover to cover.

Maybe she doesn't realize they're gone even though she wore the sweater covering them because she just tugged the sweater out from under the bed without pulling the book box with it. We don't know how haphazardly French put the box back or if he did at all. Or maybe she thinks her parents are borrowing them. They were probably there when she got the books after all.

• Confirmed. More or less. In Season 2, Abel reveals that Elias recommended they buy those books for her. The books were meant to help Abel and Nancy accept her version of events.