I think that most documentary makers arrived at their conclusion through thorough research prior to the start of shooting.
The process can be edited to make it look like an organic process of realisation which takes place throughout the film, but the reality is that the depth of study on a subject that is required means that you will already know the direction that you want to take the film.
With that nailed down you need to decide a start point. Introduce yourself, introduce the concept and state the theory that you will spend the next however many minutes discussing. After that you need to edit the film to make it seem like a journey rather than just a set of interviews and shots of buildings, people...etc.
As for content, if that's your question, interviews are essential. You can do formal interviews which you then show in short slices interspersed throughout the film, or if there is one particular interview that is essential to your hypothesis you can show it in detail. That would include showing you meeting the person, showing the location, getting your face on camera...etc.
As for other filler you can use self shot footage and narrate over it, or get footage from other people or news corporations that support your argument. Obviously there are legal implications but these should be easy enough to get around.
As such you don't write a documentary, in that it is not scripted, what you should do is research the subject until you are comfortable with every single area. At this point you should be able to present your entire film as a lecture. The process of filming will be getting other people to support the points you want to make and use interesting visual examples. Effectively it is putting a piece of scholarship in a more commercial vehicle.