Donald Trump’s embrace of Alex Jones and his InfoWars outlet has gone a long way toward legitimizing the alt-right fringe, a space rife with conspiracy theories about the corruptness of the national media and the dictatorial schemes of the federal government. The fact that Jones is now declaring (in a custody battle with his ex-wife) that his on-screen persona is “performance art” changes little about the despicable, corrosive nature of his work, which has included claiming the 9/11 attacks were an inside job and the Sandy Hook massacre was a “false flag” incident with child “actors” (not to mention all that “Pizzagate” nonsense). Together, Jones and Trump (and Trump’s right-hand buddy, former Breitbart bigwig Steve Bannon) have helped stoke the flames of anti-establishment “fake news” extremism—and as Erik Nelson’s A Gray State makes clear, that sort of fanaticism can lead to tragic consequences for all involved.

Executive produced by Werner Herzog (whose Grizzly Man, Encounters at the End of the World, and Cave of Forgotten Dreams were exec-produced by Nelson), A Gray State focuses on David Crowley, a veteran of the Iraq and Afghanistan wars who, in 2010, was inspired to become a moviemaker. His project was Gray State, the story of a near-future dystopia in which the U.S. government has followed through on its (currently in-progress) plans to transform America into a nation of oppressive martial law. Police militias execute dissidents in the street. Kids are branded like cattle. All civil liberties are crushed under the boot of the tyrannical corporate war machine. “Gray State is less a movie than it is a warning,” David is heard saying in a promotional video. Moreover, he cautions, “the thing that you have to begin to understand about conspiracy theory is that, at some point, it’s no longer theory.”

David himself became the subject of such theories in January 2015, when his body, alongside those of his wife, Komel, and 5-year-old daughter, Raniya, were found in their Apple Valley, Minnesota, home, all dead from gunshot wounds. Above their bodies on the wall of their living room, the phrase “Allahu Akbar” was scrawled in Komel’s blood. A Koran was found lying between David and Komel, opened to a forgiveness prayer. And in their office, a notepad featured the handwritten message: “Submit to Allah now.”

Given that David was a Christian who had helped covert his Muslim wife, and who, according to his brother, was a firm opponent of Islam and Sharia Law as a result of his Middle East experiences, the scene was tailor-made to be interpreted by David’s fans as evidence that he’d been silenced by anti-freedom enemies—and, possibly, by the very unethical government he sought to expose. To them, his death proved that his life’s work was valid, and becoming reality.

Police, however, deemed it a murder-suicide that was pre-planned by David (replete with an iTunes playlist soundtrack created just for the occasion). A Gray State persuasively corroborates that analysis. Employing an enormous amount of footage shot by David as he prepped his opus, as well as plentiful home movies and interviews with friends, relatives, and coworkers, Nelson depicts his subject as a vet so disillusioned by his combat tours of duty that he became gripped with paranoia about the military-industrial complex’s nefarious intentions. Expressing that through his film, he gave voice to those on the nascent alt-right who spend their days and nights dreaming of violent rebellion in the name of “liberty.”

Self-producing a trailer for Gray State at a cost of $6,000, David quickly raised $61,533 to complete a screenplay, which he then took to Hollywood and Michael Entertainment Group, which were interested in financing the full-length feature. Thus a right-wing star was born: good-looking, charismatic, driven, and devoted to his family, with the authentic Army background to give him credibility with the radicals, and the committed artistic vision to make his fantasies a cine-reality.

So how, then, did he wind up lying in a pool of blood beside his beloved Komel and Raniya in his own house? Although one friend asserts, “He was a genius,” A Gray State slowly peels back the curtain on David’s private life to reveal an increasingly unstable individual, one whose suspicions about institutional systems quickly blossomed into distrust of everything and everyone around him. From scenes of David showing off the enormous wall where he’d diagrammed his script with note cards—sequences that include him describing his fictional story in ways that echo his own tragic path—to an audio recording of him preparing to meet with his Michael Entertainment Group investors, Nelson’s documentary exposes the insanity that took hold of his mind. Especially in the latter instance (presented at film’s outset), full of strategic plans that are equally rambling, calculating, and crazy, it’s clear he was a deeply troubled man plagued by psychosis.

So too, as it turns out, was dietician Komel, the two of them embarking on a joint path of wholesale isolation (from everyone they knew) and becoming convinced they were being persecuted not only by the state, but also by otherworldly forces. Between that sort of lunacy and David’s filmmaking endeavor, which involved staging dog attacks on civilians and point-blank assassinations, it’s no surprise that young Raniya, in a candid video moment, is seen describing her and her parents’ imaginary murders in gruesome terms (“this room is bloody… the red man is going to get you”). It’s a stark illustration of how the mindset adopted by David (and his alt-right brethren) warps and corrupts. And the fact that, as a news reporter points out, Raniya’s morbid fantasy functioning as Shining-esque prophesy only further underlines how dreams of death and destruction often end by coming true.

Which brings us back to Alex Jones, whose appearance on multiple occasions throughout A Gray State—thanks to David’s fandom (he even appears on InfoWars’ radio broadcast)—suggests that, like David’s uncompleted movie, Nelson’s film is “a warning” about the real, horrific costs of promoting conspiracy theories to a gullible, volatile element of the public. As one friend remarks about the online criticism David received for not completing his project on time, whereas comic-book fans might be nitpicky about superhero movies, Gray State’s target audience was another level of obsessive: “These people are actually, legitimately insane, though. That’s the difference.”