John Connally heard the first shot. Therefore, he couldn't have been hit by that first shot.
Everything he said he did after hearing the first shot is captured on the Zapruder film. He had just turned his head from right to left, then he suddenly jerked his head back to his right, and there his head remained in that position until he appeared from behind the Stemmons Freeway sign, the sudden two-time up and down motion of his shoulders, and the grimace on his face are the first signs of him being struck by the shot that he did not hear, and then he heard the third shot which stuck President Kennedy in the head.
This can all be heard in the 1964 CBS program "The Warren Report", which aired the day the Warren Report was released to the public. Governor Connally gives a detailed account of what happened as soon as the car turned onto Elm Street.
All of the eyewitnesses stated JFK reacted to the first shot. Mary Woodward places the first shot took place after Z207 when JFK faced forward again.
Witnesses in and near the car----DPD Hargis and sidewalk spectator Bill Newman both reference JBC as having been wounded by the first shot. Both Jackie and Nelly stated JBC was hit by the first shot. SA Kellerman referenced the second shot as the head shot. SA Clint Hill is a two shot witness as is SA Greer.
Here is a list of the two shot witnesses and witnesses who stated the second shot was the head shot.
Two shot witnesses
Jackie, Nelly, Bill Newman, Gayle Newman, John Chism, Faye Chism, Jean Newman, Charles Brehm, Clint Hill, DPD Chaney, DPD Hargis, Sheriff Decker, Garland Slack, James Altgens, Malcolm Summers, Charles Roberts, BR Williams, Brennan, SA Greer, A Zapruder, Marilyn Sitzman, Charles Hester, Beatrice Hester, SA Glenn Bennet, Ann Donaldson, Peggy Burney, Dolores Kounas, Dave Powers, Kenneth O’Donnell, SA Landis, Ernest Brandt, James Powell, James Darnell, Hugh Betzner, Seth Kantor, Lupe Whitaker, F Lee Mudd, Ernest Brandt, Milton Wright, James Perry, JW foster, Clemon Johnson, Jack Franzen, Mrs Jack Franzen, Jeff Franzen, Ann Ruth Moore, Mary Hall, Toni Glover
Second shot was the headshot
James Jarmin, Harold Norman, SA Kellerman, Marilyn Willis, SA Kinney, SA Hickey, Mary Woodward, John Templin, Gov Connally, Mary Moorman, SA Emory Roberts, Hugh Aynesworth, Ruby Henderson, DPD Douglas Jackson, Jerry Kivett, Cliff Carter, Thomas Johns, June Dishong, Aurelia Alonzo, Margaret Brown, Georgia Ruth Hendrix, DPD JW Foster
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The information from the shells left on the floor in the Snipers Nest and the cartridge left in the rifle indicated that LHO only fired twice.