Almost nothing seems clear-cut by the end of “Cold Case Hammarskjold,” a controversial new documentary from the Danish journalist Mads Brugger, except maybe this much: On Sept. 18, 1961, a plane carrying Dag Hammarskjold, then the secretary general of the United Nations, crashed near Ndola, in what was at that time Northern Rhodesia and is now Zambia.

The crash, initially attributed to pilot error, has long been the source of speculation and conspiracy theories. But if you were to assign a filmmaker to sift fact from conjecture, one of the last people you would trust is Brugger, who has built a career — in movies like “The Red Chapel” and “The Ambassador” — on combining reportage with pranksmanship.

Most documentarians don’t know where their movies are heading while they shoot, and Brugger, our onscreen guide, cops to his fear of not finding a smoking gun. Toward the end, he admits that most of his sillier gambits — he dresses all in white like a Bond villain, dons a pith helmet to dig for the wreckage of Hammarskjold’s plane and hires secretaries to type up his brainstorms for the camera — are for show. “I was hoping this charade would cover up my failures as a journalist,” he says, jokingly.