This paper presents an empirical study of a multi-model zero-shot pipeline for knowledge graph construction and exploitation, executed entirely through local inference on consumer-grade hardware. We propose a reproducible evaluation framework integrating two external benchmarks (DocRED, HotpotQA), WebQuestionsSP-style synthetic data, and the RAGAS evaluation framework in an automated pipeline. On 500 document-level relations, our system achieves an F1 of 0.70 $\pm$ 0.041 in zero-shot, compared to 0.80 for supervised DREEAM. Text-to-query achieves an accuracy of 0.80 $\pm$ 0.06 on 200 samples. Multi-hop reasoning achieves an Exact Match (EM) of 0.46$\pm$0.04 on 500 HotpotQA questions, with a RAGAS faithfulness of 0.96 $\pm$ 0.04 on 50 samples. Beyond the pipeline, we study diversity mechanisms for difficult multi-hop reasoning. On 181 questions unsolvable at zero temperature, self-consistency (k=5, T =0.7) recovers up to 23% EM with a single Mixture-of-Experts (MoE) model, but the cross-model oracle (3 architectures x 5 samples) reaches 46.4%. We highlight an agreement paradox: strong consensus among samples signals collective hallucination rather than a reliable answer, echoing the work of Moussa{ï}d et al. on the wisdom of crowds. Extending to the full pipeline (500 questions), self-consistency (k=3) raises EM from 0.46 to 0.48 $\pm$ 0.04. A confidence-routing cascade mechanism (Phi-4 $\rightarrow$ GPT-OSS, k=5) achieves an EM of 0.55 $\pm$ 0.04, the best result obtained, with 45.4% of questions rerouted. Finally, we show that V3 prompt engineering applied to other models does not reproduce the gains observed with Gemma-4, confirming the specific prompt/model interaction. The entire system runs in $\sim$5 h on a single RTX 3090, without any training, for an estimated carbon footprint of 0.09 kg CO2 eq.